+250.7%
HOOD vs XYZ
-67.6%
+318.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.6% |
| 7D | +17.1% | -1.0% | +18.1% | +17.8% |
| 30D | +31.6% | -1.7% | +33.3% | +33.1% |
| 3M | +38.2% | +16.7% | +21.5% | +25.2% |
| 6M | +48.5% | +26.9% | +21.7% | +28.3% |
| YTD | +8.0% | +27.1% | -19.2% | -8.2% |
| 1Y | +18.7% | +9.3% | +9.4% | +10.8% |
| 3Y | +999.1% | +42.3% | +956.8% | +738.2% |
| 5Y | +181.7% | -69.3% | +251.0% | +280.8% |
| All | +250.7% | -67.6% | +318.3% | +402.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling