+177.3%
HOOD vs BRO
+17.6%
+159.6%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -7.8% | -7.3% | -0.5% | -4.7% |
| 30D | +18.6% | -6.9% | +25.5% | +22.2% |
| 3M | +22.1% | +10.7% | +11.4% | +14.9% |
| 6M | +43.1% | -2.7% | +45.7% | +42.7% |
| YTD | -0.5% | -16.3% | +15.9% | +6.8% |
| 1Y | -4.4% | -29.1% | +24.7% | +12.1% |
| 3Y | +938.5% | -7.8% | +946.3% | +910.5% |
| All | +177.3% | +17.6% | +159.6% | +107.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling