+237.0%
HOOD vs BKNG
+105.1%
+131.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -6.7% | +2.8% | +0.1% |
| 7D | +13.4% | -7.9% | +21.2% | +18.8% |
| 30D | +25.8% | -15.9% | +41.7% | +38.9% |
| 3M | +38.0% | +11.1% | +26.9% | +25.7% |
| 6M | +52.2% | -0.7% | +52.9% | +48.2% |
| YTD | +3.7% | -15.4% | +19.2% | +11.4% |
| 1Y | +0.1% | -18.5% | +18.6% | +9.2% |
| 3Y | +992.6% | +46.5% | +946.1% | +734.4% |
| 5Y | +193.0% | +98.8% | +94.2% | +84.3% |
| All | +237.0% | +105.1% | +131.9% | +152.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BKNG.
Daily Out/Under-Performance
Portfolio return minus BKNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKNG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded BKNG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling