+86.0%
HOOD vs BROS
+10.5%
+75.5%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +6.5% | -10.8% | -6.7% |
| 7D | -3.8% | +6.3% | -10.1% | -6.1% |
| 30D | -23.0% | -8.3% | -14.6% | -21.2% |
| 3M | -21.6% | -29.8% | +8.1% | -12.3% |
| 6M | +1.4% | -25.8% | +27.3% | +9.3% |
| YTD | -31.2% | -41.4% | +10.2% | -19.5% |
| 1Y | -35.9% | -35.2% | -0.8% | -28.1% |
| 3Y | +836.9% | +32.8% | +804.2% | +702.4% |
| 5Y | +121.1% | -42.2% | +163.3% | +118.8% |
| All | +86.0% | +10.5% | +75.5% | +91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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