+113.0%
HOOD vs BROS
-50.1%
+163.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.3% | +5.5% | +4.2% |
| 7D | -4.8% | -21.2% | +16.4% | +4.7% |
| 30D | -26.1% | -11.6% | -14.6% | -23.1% |
| 3M | -10.8% | -36.7% | +25.9% | +6.5% |
| 6M | +2.4% | -42.8% | +45.2% | +24.9% |
| YTD | -28.5% | -44.8% | +16.4% | -12.0% |
| 1Y | -36.3% | -36.5% | +0.2% | -26.6% |
| 3Y | +743.7% | +27.0% | +716.7% | +583.0% |
| All | +113.0% | -50.1% | +163.2% | +151.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling