+193.0%
HOOD vs XRT
-1.7%
+194.7%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.2% | -1.7% | -1.2% |
| 7D | +13.4% | -0.3% | +13.6% | +13.8% |
| 30D | +25.8% | -5.6% | +31.4% | +35.2% |
| 3M | +38.0% | +2.5% | +35.4% | +31.8% |
| 6M | +52.2% | +3.7% | +48.5% | +43.8% |
| YTD | +3.7% | +1.0% | +2.8% | +1.5% |
| 1Y | +0.1% | -1.2% | +1.3% | +0.8% |
| 3Y | +992.6% | +43.4% | +949.2% | +602.8% |
| 5Y | +193.0% | -0.7% | +193.7% | +210.8% |
| All | +193.0% | -1.7% | +194.7% | +210.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling