+237.0%
HOOD vs BBWI
-66.0%
+303.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.1% | -0.8% | -2.7% |
| 7D | +13.4% | +1.6% | +11.8% | +12.8% |
| 30D | +25.8% | -6.2% | +32.0% | +27.4% |
| 3M | +38.0% | +4.3% | +33.6% | +32.2% |
| 6M | +52.2% | -7.2% | +59.4% | +51.1% |
| YTD | +3.7% | -3.0% | +6.8% | +0.2% |
| 1Y | +0.1% | -30.8% | +30.8% | +9.4% |
| 3Y | +992.6% | -43.4% | +1,035.9% | +1,129.0% |
| 5Y | +193.0% | -66.7% | +259.7% | +291.7% |
| All | +237.0% | -66.0% | +303.0% | +382.2% |
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