+139.3%
HOOD vs BP
+130.8%
+8.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +2.8% | +2.9% |
| 7D | -0.6% | -6.9% | +6.3% | +1.3% |
| 30D | -23.6% | -3.6% | -20.0% | -23.0% |
| 3M | -10.7% | +8.4% | -19.1% | -13.6% |
| 6M | +8.2% | +5.3% | +2.8% | +4.8% |
| YTD | -26.3% | +33.2% | -59.5% | -35.9% |
| 1Y | -36.1% | +28.2% | -64.3% | -43.6% |
| 3Y | +950.7% | +49.2% | +901.5% | +755.4% |
| 5Y | +127.0% | +102.9% | +24.2% | +58.6% |
| All | +139.3% | +130.8% | +8.5% | +54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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