+123.4%
GOOGL vs HOOD
+875.6%
-752.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.0% | -1.8% | +0.7% |
| 7D | +3.3% | -0.6% | +3.9% | +3.3% |
| 30D | -18.1% | -23.6% | +5.5% | -14.9% |
| 3M | -18.6% | -10.7% | -7.9% | -17.9% |
| 6M | -28.0% | +8.2% | -36.2% | -30.0% |
| YTD | -7.8% | -26.3% | +18.6% | -6.0% |
| 1Y | +3.6% | -36.1% | +39.7% | +7.6% |
| 3Y | +123.4% | +950.7% | -827.3% | +57.8% |
| All | +123.4% | +875.6% | -752.3% | +57.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling