+139.3%
HOOD vs ALC
+5.6%
+133.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.3% | +2.7% | +2.8% |
| 7D | -0.6% | +2.1% | -2.7% | -2.2% |
| 30D | -23.6% | +17.2% | -40.8% | -32.1% |
| 3M | -10.7% | +4.6% | -15.3% | -14.2% |
| 6M | +8.2% | +20.1% | -11.9% | -7.9% |
| YTD | -26.3% | -4.2% | -22.1% | -25.5% |
| 1Y | -36.1% | +2.1% | -38.2% | -38.7% |
| 3Y | +950.7% | +4.5% | +946.2% | +847.4% |
| 5Y | +127.0% | -12.3% | +139.4% | +142.8% |
| All | +139.3% | +5.6% | +133.7% | +131.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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