+133.6%
HOOD vs BWA
+29.0%
+104.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.6% |
| 7D | +3.8% | +7.3% | -3.5% | +0.3% |
| 30D | -26.4% | -15.8% | -10.6% | -19.8% |
| 3M | -14.3% | -25.7% | +11.5% | -1.0% |
| 6M | +3.9% | -19.6% | +23.5% | +14.5% |
| YTD | -28.1% | +14.1% | -42.1% | -37.1% |
| 1Y | -38.8% | +12.2% | -51.0% | -46.1% |
| 3Y | +888.5% | +63.8% | +824.6% | +560.5% |
| 5Y | +131.0% | +28.7% | +102.3% | +44.8% |
| All | +133.6% | +29.0% | +104.6% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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