+133.6%
HOOD vs BAX
-64.0%
+197.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.3% | -1.5% | -3.2% |
| 7D | +3.8% | +0.4% | +3.4% | +3.7% |
| 30D | -26.4% | +3.4% | -29.8% | -27.1% |
| 3M | -14.3% | -4.5% | -9.8% | -13.4% |
| 6M | +3.9% | +44.0% | -40.1% | -7.5% |
| YTD | -28.1% | +34.9% | -63.0% | -35.3% |
| 1Y | -38.8% | +37.9% | -76.7% | -45.5% |
| 3Y | +888.5% | -17.1% | +905.5% | +896.4% |
| 5Y | +131.0% | -64.3% | +195.3% | +163.0% |
| All | +133.6% | -64.0% | +197.7% | +174.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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