+116.3%
GOOG vs HOOD
+104.9%
+11.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.3% | -0.3% |
| 7D | +3.0% | -3.8% | +6.8% | +3.6% |
| 30D | -14.9% | -23.0% | +8.1% | -11.8% |
| 3M | -14.9% | -21.6% | +6.8% | -12.6% |
| 6M | -26.6% | +1.4% | -28.0% | -27.9% |
| YTD | -6.6% | -31.2% | +24.6% | -4.1% |
| 1Y | +5.1% | -35.9% | +41.0% | +8.7% |
| 3Y | +121.0% | +836.9% | -716.0% | +46.6% |
| 5Y | +97.3% | +121.1% | -23.8% | +33.4% |
| All | +116.3% | +104.9% | +11.4% | +46.5% |
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