+113.9%
CSCO vs HOOD
+114.1%
-0.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.8% | +5.1% | +1.6% |
| 7D | +6.6% | +3.8% | +2.8% | +6.2% |
| 30D | -11.3% | -26.4% | +15.0% | -9.0% |
| 3M | -17.3% | -14.3% | -3.0% | -16.6% |
| 6M | +3.5% | +3.9% | -0.4% | +2.2% |
| YTD | +34.9% | -28.1% | +63.0% | +36.3% |
| 1Y | +40.5% | -38.8% | +79.3% | +43.5% |
| 3Y | +109.3% | +888.5% | -779.2% | +70.8% |
| 5Y | +105.9% | +131.0% | -25.2% | +67.5% |
| All | +113.9% | +114.1% | -0.2% | +75.1% |
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 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