+225.5%
HOOD vs XLY
+27.5%
+198.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.2% | -1.0% |
| 7D | -9.1% | -3.9% | -5.3% | -3.4% |
| 30D | +20.1% | -6.1% | +26.2% | +32.6% |
| 3M | +31.2% | -1.2% | +32.4% | +33.0% |
| 6M | +44.3% | -1.8% | +46.1% | +49.1% |
| YTD | +0.2% | -5.9% | +6.1% | +11.1% |
| 1Y | -3.5% | -3.1% | -0.4% | +3.1% |
| 3Y | +955.2% | +36.0% | +919.2% | +643.5% |
| 5Y | +175.3% | +27.6% | +147.7% | +151.8% |
| All | +225.5% | +27.5% | +198.0% | +196.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling