+223.3%
HOOD vs BRO
+26.4%
+196.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -7.8% | -7.3% | -0.5% | -4.9% |
| 30D | +18.6% | -6.9% | +25.5% | +22.0% |
| 3M | +22.1% | +10.7% | +11.4% | +15.4% |
| 6M | +43.1% | -2.7% | +45.7% | +42.8% |
| YTD | -0.5% | -16.3% | +15.9% | +6.4% |
| 1Y | -4.4% | -29.1% | +24.7% | +11.1% |
| 3Y | +938.5% | -7.8% | +946.3% | +920.7% |
| 5Y | +173.4% | +18.7% | +154.7% | +132.8% |
| All | +223.3% | +26.4% | +196.9% | +533.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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