+123.6%
HOOD vs BAX
-63.9%
+187.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.6% | -4.4% |
| 7D | -3.8% | +0.1% | -3.8% | -3.8% |
| 30D | -23.0% | +4.1% | -27.0% | -23.9% |
| 3M | -21.6% | -4.5% | -17.1% | -20.8% |
| 6M | +1.4% | +49.2% | -47.8% | -10.6% |
| YTD | -31.2% | +35.2% | -66.4% | -38.1% |
| 1Y | -35.9% | +38.3% | -74.2% | -43.0% |
| 3Y | +836.9% | -19.0% | +856.0% | +850.9% |
| 5Y | +121.1% | -64.2% | +185.3% | +151.5% |
| All | +123.6% | -63.9% | +187.6% | +162.3% |
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