+225.5%
HOOD vs BKNG
+98.3%
+127.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -2.0% |
| 7D | -9.1% | -10.7% | +1.5% | -2.8% |
| 30D | +20.1% | -18.1% | +38.2% | +34.7% |
| 3M | +31.2% | +8.5% | +22.7% | +21.2% |
| 6M | +44.3% | -0.1% | +44.4% | +39.7% |
| YTD | +0.2% | -18.2% | +18.4% | +9.7% |
| 1Y | -3.5% | -19.9% | +16.3% | +6.1% |
| 3Y | +955.2% | +41.6% | +913.6% | +722.1% |
| 5Y | +175.3% | +93.1% | +82.2% | +78.9% |
| All | +225.5% | +98.3% | +127.2% | +148.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling