+95.3%
ASML vs HOOD
+112.9%
-17.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.2% | +1.8% | +4.3% |
| 7D | -9.0% | -4.8% | -4.2% | -8.0% |
| 30D | -21.0% | -26.1% | +5.2% | -15.7% |
| 3M | -16.3% | -10.8% | -5.5% | -15.1% |
| 6M | -7.5% | +2.4% | -9.9% | -9.9% |
| YTD | +34.0% | -28.5% | +62.4% | +38.7% |
| 1Y | +39.3% | -36.3% | +75.6% | +47.1% |
| 3Y | +128.9% | +743.7% | -614.8% | +31.2% |
| 5Y | +76.1% | +118.6% | -42.5% | +5.8% |
| All | +95.3% | +112.9% | -17.6% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HOOD.
Daily Out/Under-Performance
Portfolio return minus HOOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HOOD 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 HOOD 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