+223.3%
HOOD vs XLY
+28.7%
+194.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -2.0% |
| 7D | -7.8% | -1.7% | -6.1% | -5.3% |
| 30D | +18.6% | -4.2% | +22.8% | +27.0% |
| 3M | +22.1% | -2.7% | +24.7% | +26.6% |
| 6M | +43.1% | -0.6% | +43.7% | +45.2% |
| YTD | -0.5% | -5.0% | +4.6% | +8.8% |
| 1Y | -4.4% | -4.1% | -0.3% | +3.8% |
| 3Y | +938.5% | +33.6% | +904.9% | +649.0% |
| 5Y | +173.4% | +28.7% | +144.7% | +146.6% |
| All | +223.3% | +28.7% | +194.6% | +190.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded XLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling