+237.0%
HOOD vs BAH
-11.5%
+248.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.9% | -3.0% | -3.8% |
| 7D | +13.4% | -4.3% | +17.7% | +13.9% |
| 30D | +25.8% | -4.5% | +30.2% | +26.4% |
| 3M | +38.0% | -7.6% | +45.6% | +39.1% |
| 6M | +52.2% | -10.6% | +62.8% | +53.8% |
| YTD | +3.7% | -12.6% | +16.3% | +5.2% |
| 1Y | +0.1% | -27.0% | +27.0% | +2.7% |
| 3Y | +992.6% | -31.5% | +1,024.0% | +1,022.0% |
| 5Y | +193.0% | -3.8% | +196.8% | +178.0% |
| All | +237.0% | -11.5% | +248.5% | +139.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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