+237.0%
HOOD vs ALB
-30.3%
+267.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.6% | -6.5% | -4.9% |
| 7D | +13.4% | -4.4% | +17.8% | +15.0% |
| 30D | +25.8% | -1.2% | +27.0% | +25.7% |
| 3M | +38.0% | -13.3% | +51.3% | +44.4% |
| 6M | +52.2% | -19.8% | +72.0% | +60.2% |
| YTD | +3.7% | -7.9% | +11.7% | +2.2% |
| 1Y | +0.1% | +60.2% | -60.1% | -24.5% |
| 3Y | +992.6% | -26.4% | +1,019.0% | +967.8% |
| 5Y | +193.0% | -42.5% | +235.5% | +194.0% |
| All | +237.0% | -30.3% | +267.3% | +286.1% |
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