+123.6%
HOOD vs B
+99.9%
+23.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -4.0% |
| 7D | -3.8% | -7.3% | +3.6% | -0.9% |
| 30D | -23.0% | -3.3% | -19.6% | -22.0% |
| 3M | -21.6% | -7.8% | -13.9% | -18.9% |
| 6M | +1.4% | -15.5% | +17.0% | +7.8% |
| YTD | -31.2% | -12.3% | -18.9% | -28.1% |
| 1Y | -35.9% | +5.4% | -41.3% | -37.2% |
| 3Y | +836.9% | +165.5% | +671.4% | +576.8% |
| 5Y | +121.1% | +107.0% | +14.1% | +66.7% |
| All | +123.6% | +99.9% | +23.7% | +99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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