+128.0%
CSCO vs HOOD
+208.8%
-80.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | +0.3% |
| 7D | -0.5% | +13.4% | -13.9% | -1.7% |
| 30D | -10.1% | +25.8% | -35.9% | -12.1% |
| 3M | -11.7% | +38.0% | -49.7% | -14.7% |
| 6M | +40.1% | +52.2% | -12.1% | +33.4% |
| YTD | +43.8% | +3.7% | +40.0% | +41.0% |
| 1Y | +66.6% | +0.1% | +66.6% | +63.0% |
| 3Y | +108.5% | +992.6% | -884.0% | +67.4% |
| 5Y | +114.0% | +193.0% | -79.0% | +68.8% |
| All | +128.0% | +208.8% | -80.8% | +81.1% |
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