+225.5%
HOOD vs BNS
+90.8%
+134.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -2.5% |
| 7D | -9.1% | -2.2% | -6.9% | -6.9% |
| 30D | +20.1% | +4.5% | +15.6% | +15.0% |
| 3M | +31.2% | +14.9% | +16.3% | +13.3% |
| 6M | +44.3% | +32.5% | +11.8% | +7.7% |
| YTD | +0.2% | +28.6% | -28.4% | -22.7% |
| 1Y | -3.5% | +48.4% | -51.9% | -35.7% |
| 3Y | +955.2% | +130.8% | +824.4% | +356.5% |
| 5Y | +175.3% | +94.8% | +80.5% | +50.0% |
| All | +225.5% | +90.8% | +134.6% | +78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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