+139.3%
HOOD vs ALB
-46.5%
+185.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.1% | +3.0% |
| 7D | -0.6% | +9.5% | -10.1% | -4.3% |
| 30D | -23.6% | -2.1% | -21.5% | -23.1% |
| 3M | -10.7% | -24.1% | +13.5% | -1.3% |
| 6M | +8.2% | -51.0% | +59.2% | +41.6% |
| YTD | -26.3% | -29.3% | +3.0% | -19.7% |
| 1Y | -36.1% | +3.2% | -39.3% | -41.3% |
| 3Y | +950.7% | -9.3% | +960.0% | +787.4% |
| 5Y | +127.0% | -61.6% | +188.7% | +160.5% |
| All | +139.3% | -46.5% | +185.8% | +203.3% |
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