+250.7%
HOOD vs BG
+72.4%
+178.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -2.0% |
| 7D | +17.1% | +2.8% | +14.3% | +16.7% |
| 30D | +31.6% | +12.0% | +19.5% | +29.5% |
| 3M | +38.2% | -7.7% | +45.9% | +39.4% |
| 6M | +48.5% | +4.5% | +44.0% | +46.4% |
| YTD | +8.0% | +35.7% | -27.7% | +1.5% |
| 1Y | +18.7% | +50.1% | -31.4% | +8.9% |
| 3Y | +999.1% | +12.6% | +986.5% | +934.8% |
| 5Y | +181.7% | +75.4% | +106.3% | +144.0% |
| All | +250.7% | +72.4% | +178.3% | +199.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling