+113.0%
HOOD vs XRT
-5.3%
+118.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.7% | +4.9% | +5.4% |
| 7D | -4.8% | +0.9% | -5.7% | -6.1% |
| 30D | -26.1% | +7.9% | -34.1% | -33.5% |
| 3M | -10.8% | -0.2% | -10.6% | -11.5% |
| 6M | +2.4% | +5.6% | -3.2% | -6.8% |
| YTD | -28.5% | +5.7% | -34.1% | -34.5% |
| 1Y | -36.3% | +14.6% | -50.9% | -47.7% |
| 3Y | +743.7% | +50.7% | +693.0% | +400.7% |
| All | +113.0% | -5.3% | +118.4% | +131.1% |
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