+1,037.0%
HOOD vs BROS
+80.7%
+956.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.4% |
| 7D | +17.1% | -6.7% | +23.8% | +20.2% |
| 30D | +31.6% | -29.1% | +60.7% | +49.9% |
| 3M | +38.2% | -16.7% | +54.9% | +45.2% |
| 6M | +48.5% | -11.6% | +60.1% | +50.7% |
| YTD | +8.0% | -23.9% | +31.9% | +16.7% |
| 1Y | +18.7% | -34.8% | +53.4% | +35.9% |
| All | +1,037.0% | +80.7% | +956.3% | +827.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling