+123.6%
HOOD vs BTG
+44.8%
+78.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.3% | -4.0% |
| 7D | -3.8% | -9.1% | +5.3% | -0.9% |
| 30D | -23.0% | -1.6% | -21.4% | -22.9% |
| 3M | -21.6% | -2.8% | -18.8% | -20.9% |
| 6M | +1.4% | -7.6% | +9.1% | +2.8% |
| YTD | -31.2% | +10.2% | -41.4% | -34.7% |
| 1Y | -35.9% | +21.3% | -57.2% | -40.8% |
| 3Y | +836.9% | +82.7% | +754.3% | +632.2% |
| 5Y | +121.1% | +30.8% | +90.3% | +81.4% |
| All | +123.6% | +44.8% | +78.8% | +94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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