+225.5%
HOOD vs BKR
+216.4%
+9.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.7% | +5.0% | +1.0% |
| 7D | -9.1% | -6.7% | -2.5% | -6.7% |
| 30D | +20.1% | -8.3% | +28.4% | +24.0% |
| 3M | +31.2% | -5.4% | +36.6% | +33.1% |
| 6M | +44.3% | +0.8% | +43.5% | +41.0% |
| YTD | +0.2% | +31.8% | -31.6% | -14.1% |
| 1Y | -3.5% | +28.6% | -32.1% | -16.5% |
| 3Y | +955.2% | +71.2% | +884.0% | +717.4% |
| 5Y | +175.3% | +179.2% | -4.0% | +81.2% |
| All | +225.5% | +216.4% | +9.1% | +125.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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