+332.9%
AVGO vs HOOD
+1,050.9%
-718.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.8% |
| 7D | -3.0% | +17.1% | -20.1% | -7.7% |
| 30D | -14.4% | +31.6% | -46.0% | -21.8% |
| 3M | -14.4% | +38.2% | -52.7% | -23.4% |
| 6M | +13.1% | +48.5% | -35.4% | -2.6% |
| YTD | +3.8% | +8.0% | -4.2% | -2.9% |
| 1Y | +17.8% | +18.7% | -0.9% | +5.0% |
| All | +332.9% | +1,050.9% | -718.0% | +137.1% |
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