+123.2%
GLW vs HOOD
+21.2%
+102.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.1% | +7.8% | +6.0% |
| 7D | +3.8% | +17.1% | -13.4% | +0.9% |
| 30D | -1.3% | +31.6% | -32.9% | -6.4% |
| 3M | -21.8% | +38.2% | -60.0% | -26.5% |
| 6M | +6.9% | +48.5% | -41.6% | -2.0% |
| YTD | +77.2% | +8.0% | +69.2% | +67.9% |
| 1Y | +123.2% | +18.7% | +104.6% | +118.1% |
| All | +123.2% | +21.2% | +102.0% | +118.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling