+85.9%
ASML vs HOOD
+106.3%
-20.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -10.3% | +1.0% | -7.1% |
| 7D | -19.0% | -14.4% | -4.6% | -16.2% |
| 30D | -25.9% | -30.0% | +4.1% | -20.1% |
| 3M | -19.1% | -15.5% | -3.5% | -17.0% |
| 6M | -5.7% | +1.8% | -7.5% | -8.0% |
| YTD | +27.6% | -30.7% | +58.3% | +33.0% |
| 1Y | +30.8% | -45.0% | +75.8% | +42.3% |
| 3Y | +116.2% | +709.0% | -592.8% | +25.0% |
| 5Y | +67.7% | +111.8% | -44.1% | +1.4% |
| All | +85.9% | +106.3% | -20.3% | +11.8% |
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