+237.0%
HOOD vs BB
-25.5%
+262.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.2% | -6.1% | -4.9% |
| 7D | +13.4% | +0.5% | +12.9% | +13.0% |
| 30D | +25.8% | -12.4% | +38.1% | +32.9% |
| 3M | +38.0% | -15.3% | +53.3% | +43.4% |
| 6M | +52.2% | +128.8% | -76.6% | -7.6% |
| YTD | +3.7% | +107.7% | -103.9% | -33.6% |
| 1Y | +0.1% | +103.9% | -103.8% | -36.3% |
| 3Y | +992.6% | +72.6% | +920.0% | +588.0% |
| 5Y | +193.0% | -24.3% | +217.2% | +173.2% |
| All | +237.0% | -25.5% | +262.5% | +223.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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