+653.9%
HOOD vs BTSG
+495.4%
+158.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.6% | -2.2% | -3.2% |
| 7D | +3.8% | +8.5% | -4.7% | +0.4% |
| 30D | -26.4% | +14.0% | -40.4% | -30.4% |
| 3M | -14.3% | +19.7% | -34.0% | -21.2% |
| 6M | +3.9% | +28.7% | -24.8% | -10.7% |
| YTD | -28.1% | +90.8% | -118.9% | -49.7% |
| 1Y | -38.8% | +112.4% | -151.2% | -59.5% |
| All | +653.9% | +495.4% | +158.5% | +231.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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