+125.1%
HOOD vs BABA
-42.9%
+168.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +2.6% | -13.0% | -11.4% |
| 7D | -14.4% | +8.6% | -23.0% | -17.5% |
| 30D | -30.0% | -1.1% | -28.9% | -29.9% |
| 3M | -15.5% | -15.9% | +0.4% | -10.3% |
| 6M | +1.8% | -17.5% | +19.3% | +7.6% |
| YTD | -30.7% | -25.6% | -5.1% | -23.4% |
| 1Y | -45.0% | -33.8% | -11.2% | -36.2% |
| 3Y | +709.0% | +34.6% | +674.4% | +535.4% |
| 5Y | +111.8% | -27.7% | +139.5% | +126.3% |
| All | +125.1% | -42.9% | +168.0% | +269.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA 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 BABA 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