+223.3%
HOOD vs ADSK
-32.3%
+255.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -1.0% |
| 7D | -7.8% | -2.5% | -5.3% | -6.0% |
| 30D | +18.6% | -14.9% | +33.5% | +32.7% |
| 3M | +22.1% | +3.3% | +18.7% | +14.1% |
| 6M | +43.1% | -15.7% | +58.7% | +54.7% |
| YTD | -0.5% | -28.2% | +27.8% | +22.8% |
| 1Y | -4.4% | -34.5% | +30.2% | +28.3% |
| 3Y | +938.5% | -2.9% | +941.4% | +891.6% |
| 5Y | +173.4% | -25.3% | +198.8% | +187.2% |
| All | +223.3% | -32.3% | +255.6% | +281.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 ADSK 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