+133.6%
HOOD vs BB
-13.4%
+147.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.0% |
| 7D | -5.1% | +11.6% | -16.7% | -9.6% |
| 30D | -25.4% | +2.6% | -28.0% | -26.5% |
| 3M | -14.0% | +3.5% | -17.5% | -16.7% |
| 6M | +5.6% | +43.5% | -37.9% | -17.3% |
| YTD | -28.1% | +141.2% | -169.3% | -57.5% |
| 1Y | -40.1% | +97.4% | -137.6% | -61.1% |
| 3Y | +888.2% | +151.1% | +737.1% | +416.8% |
| 5Y | +135.8% | -12.8% | +148.6% | +101.9% |
| All | +133.6% | -13.4% | +147.0% | +106.9% |
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