+225.5%
HOOD vs BX
+31.1%
+194.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.1% | +0.6% |
| 7D | -9.1% | -8.9% | -0.2% | -1.9% |
| 30D | +20.1% | -14.8% | +34.9% | +37.1% |
| 3M | +31.2% | +6.9% | +24.3% | +23.2% |
| 6M | +44.3% | +16.3% | +28.0% | +25.9% |
| YTD | +0.2% | -16.1% | +16.3% | +14.3% |
| 1Y | -3.5% | -26.8% | +23.3% | +22.5% |
| 3Y | +955.2% | +22.4% | +932.8% | +790.1% |
| 5Y | +175.3% | +16.0% | +159.3% | +132.7% |
| All | +225.5% | +31.1% | +194.4% | +108.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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