+123.6%
HOOD vs BG
+47.6%
+76.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.7% | -6.0% | -4.5% |
| 7D | -3.8% | +2.6% | -6.3% | -4.0% |
| 30D | -23.0% | -6.7% | -16.3% | -22.5% |
| 3M | -21.6% | -9.3% | -12.4% | -21.2% |
| 6M | +1.4% | -18.3% | +19.8% | +3.2% |
| YTD | -31.2% | +16.2% | -47.3% | -34.3% |
| 1Y | -35.9% | +7.6% | -43.5% | -38.1% |
| 3Y | +836.9% | +6.6% | +830.4% | +783.4% |
| 5Y | +121.1% | +22.2% | +98.9% | +88.9% |
| All | +123.6% | +47.6% | +76.0% | +93.5% |
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 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