+132.4%
HOOD vs ALB
-46.4%
+178.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.9% | +2.3% | +2.9% |
| 7D | -4.8% | +9.1% | -13.9% | -8.2% |
| 30D | -26.1% | -3.4% | -22.7% | -25.3% |
| 3M | -10.8% | -20.6% | +9.8% | -3.2% |
| 6M | +2.4% | -48.2% | +50.5% | +30.8% |
| YTD | -28.5% | -29.2% | +0.8% | -22.1% |
| 1Y | -36.3% | +10.0% | -46.3% | -43.2% |
| 3Y | +743.7% | -12.9% | +756.6% | +630.3% |
| 5Y | +118.6% | -61.3% | +179.9% | +150.7% |
| All | +132.4% | -46.4% | +178.8% | +194.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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