+237.0%
HOOD vs ADSK
-32.3%
+269.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.6% | -1.3% | -1.9% |
| 7D | +13.4% | -14.3% | +27.7% | +26.8% |
| 30D | +25.8% | -14.8% | +40.6% | +40.7% |
| 3M | +38.0% | -5.7% | +43.7% | +38.2% |
| 6M | +52.2% | -18.7% | +70.9% | +70.0% |
| YTD | +3.7% | -28.3% | +32.1% | +28.2% |
| 1Y | +0.1% | -35.1% | +35.1% | +35.3% |
| 3Y | +992.6% | -3.2% | +995.7% | +946.7% |
| 5Y | +193.0% | -26.7% | +219.7% | +213.1% |
| All | +237.0% | -32.3% | +269.3% | +298.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling