+216.1%
GLW vs HOOD
+119.3%
+96.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +3.0% | +6.3% | +8.8% |
| 7D | -5.9% | -0.6% | -5.3% | -5.7% |
| 30D | -26.0% | -23.6% | -2.4% | -23.0% |
| 3M | -29.9% | -10.7% | -19.2% | -29.1% |
| 6M | -37.8% | +8.2% | -45.9% | -39.1% |
| YTD | +33.1% | -26.3% | +59.5% | +35.7% |
| 1Y | +36.8% | -36.1% | +72.9% | +41.9% |
| 3Y | +356.1% | +950.7% | -594.6% | +223.2% |
| 5Y | +243.8% | +127.0% | +116.8% | +154.1% |
| All | +216.1% | +119.3% | +96.8% | +132.6% |
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