+133.6%
HOOD vs BN
+49.9%
+83.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.0% | -2.8% | -2.7% |
| 7D | +3.8% | -0.3% | +4.1% | +4.0% |
| 30D | -26.4% | +13.6% | -39.9% | -36.3% |
| 3M | -14.3% | -6.7% | -7.6% | -7.9% |
| 6M | +3.9% | -9.0% | +12.9% | +14.4% |
| YTD | -28.1% | -8.8% | -19.3% | -20.8% |
| 1Y | -38.8% | -10.6% | -28.2% | -30.8% |
| 3Y | +888.5% | +98.8% | +789.7% | +408.0% |
| 5Y | +131.0% | +33.6% | +97.4% | +86.8% |
| All | +133.6% | +49.9% | +83.7% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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