+144.3%
GOOG vs HOOD
+198.2%
-54.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.9% |
| 7D | -2.5% | -9.1% | +6.6% | -1.2% |
| 30D | -3.6% | +20.1% | -23.7% | -6.6% |
| 3M | -6.4% | +31.2% | -37.7% | -10.8% |
| 6M | +7.8% | +44.3% | -36.5% | +0.5% |
| YTD | +5.5% | +0.2% | +5.3% | +3.0% |
| 1Y | +38.3% | -3.5% | +41.8% | +34.3% |
| 3Y | +143.1% | +955.2% | -812.1% | +58.4% |
| 5Y | +135.0% | +175.3% | -40.3% | +51.0% |
| All | +144.3% | +198.2% | -54.0% | +57.2% |
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