+133.6%
HOOD vs ALK
-31.1%
+164.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.2% |
| 7D | -5.1% | +12.9% | -18.0% | -11.3% |
| 30D | -25.4% | +5.5% | -30.9% | -28.0% |
| 3M | -14.0% | -12.1% | -1.9% | -8.4% |
| 6M | +5.6% | +1.7% | +3.9% | +0.3% |
| YTD | -28.1% | -17.4% | -10.7% | -24.1% |
| 1Y | -40.1% | -1.9% | -38.2% | -43.3% |
| 3Y | +888.2% | +21.2% | +867.0% | +662.8% |
| 5Y | +135.8% | -27.8% | +163.6% | +122.1% |
| All | +133.6% | -31.1% | +164.7% | +110.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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