+139.3%
HOOD vs BA
-26.2%
+165.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.6% | +3.6% | +3.4% |
| 7D | -0.6% | -1.7% | +1.1% | +0.6% |
| 30D | -23.6% | -9.5% | -14.1% | -19.1% |
| 3M | -10.7% | -26.5% | +15.8% | +7.7% |
| 6M | +8.2% | -27.4% | +35.5% | +30.9% |
| YTD | -26.3% | -20.6% | -5.7% | -16.0% |
| 1Y | -36.1% | -11.4% | -24.7% | -32.3% |
| 3Y | +950.7% | -10.8% | +961.5% | +953.3% |
| 5Y | +127.0% | -21.9% | +149.0% | +147.3% |
| All | +139.3% | -26.2% | +165.5% | +162.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 BA 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