+225.5%
HOOD vs BG
+80.9%
+144.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.8% |
| 7D | -9.1% | +3.7% | -12.9% | -9.5% |
| 30D | +20.1% | +12.3% | +7.7% | +18.2% |
| 3M | +31.2% | -2.2% | +33.4% | +31.4% |
| 6M | +44.3% | +5.3% | +39.0% | +42.5% |
| YTD | +0.2% | +42.4% | -42.2% | -6.3% |
| 1Y | -3.5% | +55.2% | -58.7% | -11.6% |
| 3Y | +955.2% | +21.0% | +934.3% | +885.2% |
| 5Y | +175.3% | +87.1% | +88.1% | +139.0% |
| All | +225.5% | +80.9% | +144.5% | +176.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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