+139.3%
HOOD vs BAH
+6.4%
+132.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.6% | +1.4% | +2.8% |
| 7D | -0.6% | -1.5% | +0.9% | -0.5% |
| 30D | -23.6% | +17.3% | -40.8% | -24.9% |
| 3M | -10.7% | +14.9% | -25.6% | -12.2% |
| 6M | +8.2% | +14.2% | -6.1% | +6.2% |
| YTD | -26.3% | +5.1% | -31.5% | -26.9% |
| 1Y | -36.1% | +2.1% | -38.2% | -36.5% |
| 3Y | +950.7% | -26.0% | +976.7% | +958.8% |
| 5Y | +127.0% | +9.0% | +118.1% | +109.3% |
| All | +139.3% | +6.4% | +132.9% | +66.2% |
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