+142.9%
HOOD vs BP
+134.3%
+8.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.5% | +2.5% | +3.6% |
| 7D | -3.2% | -0.8% | -2.5% | -3.0% |
| 30D | -22.6% | -3.1% | -19.4% | -22.1% |
| 3M | -10.4% | +6.2% | -16.5% | -12.7% |
| 6M | +4.7% | +4.8% | -0.1% | +1.8% |
| YTD | -25.2% | +35.2% | -60.4% | -35.2% |
| 1Y | -35.9% | +27.4% | -63.3% | -43.2% |
| 3Y | +927.7% | +49.8% | +877.9% | +737.0% |
| 5Y | +147.5% | +109.4% | +38.1% | +70.8% |
| All | +142.9% | +134.3% | +8.6% | +56.1% |
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