+96.7%
CSCO vs HOOD
+112.9%
-16.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.2% | -5.2% | -2.2% |
| 7D | -10.2% | -4.8% | -5.4% | -9.8% |
| 30D | -20.1% | -26.1% | +6.1% | -18.0% |
| 3M | -22.1% | -10.8% | -11.3% | -21.6% |
| 6M | +3.2% | +2.4% | +0.8% | +2.0% |
| YTD | +24.1% | -28.5% | +52.6% | +25.4% |
| 1Y | +34.6% | -36.3% | +70.9% | +37.0% |
| 3Y | +90.0% | +743.7% | -653.7% | +56.4% |
| 5Y | +88.6% | +118.6% | -30.0% | +53.5% |
| All | +96.7% | +112.9% | -16.2% | +61.2% |
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