+123.6%
HOOD vs BB
-15.7%
+139.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.4% | -1.9% | -3.2% |
| 7D | -3.8% | +1.8% | -5.6% | -4.5% |
| 30D | -23.0% | +8.1% | -31.1% | -25.8% |
| 3M | -21.6% | -1.0% | -20.6% | -22.5% |
| 6M | +1.4% | +45.9% | -44.5% | -21.2% |
| YTD | -31.2% | +134.8% | -166.0% | -58.8% |
| 1Y | -35.9% | +104.6% | -140.5% | -59.2% |
| 3Y | +836.9% | +152.8% | +684.1% | +387.3% |
| 5Y | +121.1% | -17.4% | +138.6% | +92.5% |
| All | +123.6% | -15.7% | +139.3% | +100.6% |
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