+139.3%
HOOD vs A
+23.0%
+116.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.1% | -0.1% | +0.8% |
| 7D | -0.6% | +4.8% | -5.4% | -3.6% |
| 30D | -23.6% | +5.6% | -29.2% | -26.2% |
| 3M | -10.7% | +23.6% | -34.3% | -22.9% |
| 6M | +8.2% | +56.4% | -48.2% | -22.5% |
| YTD | -26.3% | +33.4% | -59.7% | -40.8% |
| 1Y | -36.1% | +23.7% | -59.8% | -45.8% |
| 3Y | +950.7% | +71.0% | +879.7% | +539.7% |
| 5Y | +127.0% | +16.8% | +110.2% | +80.0% |
| All | +139.3% | +23.0% | +116.3% | +210.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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