+132.4%
HOOD vs COMP
-21.3%
+153.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +10.7% | -7.5% | -0.3% |
| 7D | -4.8% | +13.4% | -18.2% | -8.8% |
| 30D | -26.1% | +11.1% | -37.2% | -28.9% |
| 3M | -10.8% | -18.8% | +8.0% | -5.1% |
| 6M | +2.4% | +10.5% | -8.1% | -2.7% |
| YTD | -28.5% | -3.4% | -25.1% | -30.3% |
| 1Y | -36.3% | +19.7% | -56.0% | -42.3% |
| 3Y | +743.7% | +381.6% | +362.1% | +316.2% |
| 5Y | +118.6% | -17.6% | +136.2% | +79.9% |
| All | +132.4% | -21.3% | +153.6% | +95.6% |
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