+117.9%
ASML vs HOOD
+701.5%
-583.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -10.3% | +1.0% | -7.0% |
| 7D | -19.0% | -14.4% | -4.6% | -16.1% |
| 30D | -25.9% | -30.0% | +4.1% | -19.9% |
| 3M | -19.1% | -15.5% | -3.5% | -16.9% |
| 6M | -5.7% | +1.8% | -7.5% | -8.2% |
| YTD | +27.6% | -30.7% | +58.3% | +33.2% |
| 1Y | +30.8% | -45.0% | +75.8% | +43.0% |
| All | +117.9% | +701.5% | -583.6% | +34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling