+231.1%
HOOD vs BRO
+27.1%
+204.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.7% | -0.8% |
| 7D | +7.7% | -7.6% | +15.4% | +11.4% |
| 30D | +22.0% | -6.9% | +28.8% | +25.4% |
| 3M | +37.6% | +12.8% | +24.8% | +29.0% |
| 6M | +45.3% | -5.9% | +51.1% | +47.3% |
| YTD | +1.9% | -15.9% | +17.8% | +8.7% |
| 1Y | -2.7% | -28.1% | +25.4% | +12.2% |
| 3Y | +973.4% | -7.0% | +980.4% | +950.2% |
| 5Y | +179.3% | +18.0% | +161.3% | +118.6% |
| All | +231.1% | +27.1% | +204.0% | +547.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling