+87.8%
HOOD vs BIYA
-99.9%
+187.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.4% | +1.6% | +3.0% |
| 7D | -0.6% | -7.8% | +7.2% | -0.8% |
| 30D | -23.6% | -38.5% | +15.0% | -24.2% |
| 3M | -10.7% | -59.5% | +48.8% | -11.7% |
| 6M | +8.2% | -89.2% | +97.3% | +8.0% |
| YTD | -26.3% | -97.1% | +70.8% | -25.1% |
| 1Y | -36.1% | -99.0% | +62.9% | -34.1% |
| All | +87.8% | -99.9% | +187.7% | +107.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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