+225.5%
HOOD vs COST
+125.8%
+99.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -9.1% | -2.5% | -6.6% | -7.8% |
| 30D | +20.1% | -4.4% | +24.5% | +22.9% |
| 3M | +31.2% | -8.1% | +39.3% | +36.6% |
| 6M | +44.3% | -9.2% | +53.6% | +49.6% |
| YTD | +0.2% | +5.1% | -4.9% | -7.1% |
| 1Y | -3.5% | -5.1% | +1.6% | -4.3% |
| 3Y | +955.2% | +70.4% | +884.9% | +621.3% |
| 5Y | +175.3% | +104.7% | +70.6% | +102.4% |
| All | +225.5% | +125.8% | +99.7% | +317.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded COST 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling