+123.6%
HOOD vs COMP
-21.3%
+144.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.7% | -6.0% | -4.8% |
| 7D | -3.8% | 0.0% | -3.8% | -3.8% |
| 30D | -23.0% | +16.6% | -39.5% | -26.9% |
| 3M | -21.6% | -23.5% | +1.9% | -15.1% |
| 6M | +1.4% | +25.7% | -24.3% | -7.6% |
| YTD | -31.2% | -3.4% | -27.8% | -33.0% |
| 1Y | -35.9% | +7.6% | -43.5% | -39.9% |
| 3Y | +836.9% | +423.6% | +413.4% | +348.0% |
| 5Y | +121.1% | -10.6% | +131.7% | +78.3% |
| All | +123.6% | -21.3% | +144.9% | +88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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