+139.3%
HOOD vs BBWI
-60.8%
+200.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.9% | +1.1% | +2.3% |
| 7D | -0.6% | -6.2% | +5.5% | +1.8% |
| 30D | -23.6% | +25.5% | -49.1% | -30.1% |
| 3M | -10.7% | +8.0% | -18.7% | -14.9% |
| 6M | +8.2% | +12.7% | -4.5% | -0.4% |
| YTD | -26.3% | +11.6% | -38.0% | -33.1% |
| 1Y | -36.1% | -0.9% | -35.2% | -39.9% |
| 3Y | +950.7% | -22.7% | +973.4% | +938.0% |
| 5Y | +127.0% | -67.2% | +194.2% | +146.4% |
| All | +139.3% | -60.8% | +200.1% | +221.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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