+225.5%
HOOD vs XYZ
-69.1%
+294.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.4% |
| 7D | -9.1% | -5.2% | -4.0% | -6.0% |
| 30D | +20.1% | 0.0% | +20.1% | +20.4% |
| 3M | +31.2% | +18.7% | +12.6% | +17.7% |
| 6M | +44.3% | +20.5% | +23.8% | +28.9% |
| YTD | +0.2% | +21.5% | -21.3% | -12.3% |
| 1Y | -3.5% | +7.2% | -10.7% | -8.9% |
| 3Y | +955.2% | +49.0% | +906.3% | +686.5% |
| 5Y | +175.3% | -68.1% | +243.4% | +303.4% |
| All | +225.5% | -69.1% | +294.5% | +379.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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