+133.6%
HOOD vs BN
+52.6%
+81.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.0% | -0.9% |
| 7D | -5.1% | +4.3% | -9.4% | -9.3% |
| 30D | -25.4% | +14.3% | -39.7% | -35.8% |
| 3M | -14.0% | -4.1% | -9.9% | -10.2% |
| 6M | +5.6% | -9.7% | +15.2% | +17.1% |
| YTD | -28.1% | -7.1% | -20.9% | -22.3% |
| 1Y | -40.1% | -7.4% | -32.7% | -34.8% |
| 3Y | +888.2% | +102.3% | +785.9% | +398.2% |
| 5Y | +135.8% | +35.9% | +99.9% | +87.2% |
| All | +133.6% | +52.6% | +81.0% | +58.7% |
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