+225.5%
HOOD vs BR
+7.6%
+217.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | -9.1% | -6.0% | -3.2% | -5.5% |
| 30D | +20.1% | -0.9% | +20.9% | +20.9% |
| 3M | +31.2% | +16.4% | +14.9% | +17.6% |
| 6M | +44.3% | -8.2% | +52.5% | +52.0% |
| YTD | +0.2% | -23.2% | +23.4% | +19.3% |
| 1Y | -3.5% | -30.9% | +27.4% | +24.6% |
| 3Y | +955.2% | -5.0% | +960.2% | +967.7% |
| 5Y | +175.3% | +8.8% | +166.5% | +120.5% |
| All | +225.5% | +7.6% | +217.8% | +152.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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