+237.0%
HOOD vs AUR
-34.6%
+271.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.7% | -6.6% | -4.8% |
| 7D | +13.4% | +19.2% | -5.9% | +7.1% |
| 30D | +25.8% | -7.8% | +33.6% | +29.0% |
| 3M | +38.0% | +4.0% | +34.0% | +35.1% |
| 6M | +52.2% | +45.0% | +7.2% | +32.1% |
| YTD | +3.7% | +69.5% | -65.8% | -14.6% |
| 1Y | +0.1% | +13.0% | -13.0% | -6.4% |
| 3Y | +992.6% | +90.4% | +902.2% | +659.5% |
| 5Y | +193.0% | -34.2% | +227.2% | +127.1% |
| All | +237.0% | -34.6% | +271.6% | +163.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 all: compounded portfolio wealth divided by compounded AUR 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…
all analysis · Full analysis span regression · 6 months rolling