+80.4%
HOOD vs ADVB
-97.5%
+178.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.2% | -1.0% | +3.1% |
| 7D | -4.8% | -13.9% | +9.1% | -4.5% |
| 30D | -26.1% | -68.1% | +42.0% | -24.7% |
| 3M | -10.8% | -73.4% | +62.6% | -9.1% |
| 6M | +2.4% | -70.8% | +73.1% | +0.6% |
| YTD | -28.5% | -66.1% | +37.6% | -31.0% |
| 1Y | -36.3% | -77.5% | +41.2% | -37.5% |
| All | +80.4% | -97.5% | +178.0% | +149.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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