+836.9%
HOOD vs XRT
+58.7%
+778.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.7% | -4.8% |
| 7D | -3.8% | +1.7% | -5.5% | -5.7% |
| 30D | -23.0% | +7.5% | -30.5% | -29.9% |
| 3M | -21.6% | +2.2% | -23.8% | -24.3% |
| 6M | +1.4% | +14.7% | -13.2% | -16.7% |
| YTD | -31.2% | +7.5% | -38.7% | -38.2% |
| 1Y | -35.9% | +14.1% | -50.1% | -47.1% |
| 3Y | +836.9% | +58.8% | +778.2% | +526.7% |
| All | +836.9% | +58.7% | +778.3% | +526.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 3y: compounded portfolio wealth divided by compounded XRT 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…
3y analysis · Full analysis span regression · 6 months rolling