+992.6%
HOOD vs BG
+20.0%
+972.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +4.4% | -8.3% | -4.3% |
| 7D | +13.4% | +2.4% | +11.0% | +13.1% |
| 30D | +25.8% | +15.0% | +10.7% | +23.5% |
| 3M | +38.0% | -0.7% | +38.6% | +38.1% |
| 6M | +52.2% | +7.5% | +44.7% | +49.4% |
| YTD | +3.7% | +41.6% | -37.9% | -4.6% |
| 1Y | +0.1% | +50.7% | -50.6% | -10.1% |
| 3Y | +992.6% | +20.3% | +972.3% | +866.5% |
| All | +992.6% | +20.0% | +972.6% | +866.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling