+189.3%
GLW vs HOOD
+112.9%
+76.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.2% | -0.6% | +2.1% |
| 7D | -13.9% | -4.8% | -9.1% | -13.2% |
| 30D | -35.0% | -26.1% | -8.9% | -32.0% |
| 3M | -32.4% | -10.8% | -21.5% | -31.6% |
| 6M | -41.3% | +2.4% | -43.7% | -42.2% |
| YTD | +21.8% | -28.5% | +50.3% | +24.7% |
| 1Y | +21.8% | -36.3% | +58.2% | +26.4% |
| 3Y | +307.7% | +743.7% | -436.0% | +195.7% |
| 5Y | +213.7% | +118.6% | +95.1% | +132.9% |
| All | +189.3% | +112.9% | +76.4% | +113.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling