-40.1%
HOOD vs BB
+98.3%
-138.4%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.2% |
| 7D | -5.1% | +11.6% | -16.7% | -7.6% |
| 30D | -25.4% | +2.6% | -28.0% | -25.9% |
| 3M | -14.0% | +3.5% | -17.5% | -15.2% |
| 6M | +5.6% | +43.5% | -37.9% | -6.1% |
| YTD | -28.1% | +141.2% | -169.3% | -52.8% |
| 1Y | -40.1% | +97.4% | -137.6% | -55.5% |
| All | -40.1% | +98.3% | -138.4% | -55.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling