+123.6%
HOOD vs BLDR
+35.9%
+87.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.2% | -4.7% |
| 7D | -3.8% | -3.0% | -0.8% | -2.6% |
| 30D | -23.0% | +20.1% | -43.1% | -30.0% |
| 3M | -21.6% | -17.5% | -4.1% | -16.0% |
| 6M | +1.4% | -16.1% | +17.5% | +4.8% |
| YTD | -31.2% | -41.0% | +9.9% | -17.3% |
| 1Y | -35.9% | -41.6% | +5.7% | -23.1% |
| 3Y | +836.9% | -50.8% | +887.8% | +1,004.6% |
| 5Y | +121.1% | -10.8% | +131.9% | +65.1% |
| All | +123.6% | +35.9% | +87.7% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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