+231.1%
HOOD vs COST
+125.9%
+105.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -0.9% | -1.3% |
| 7D | +7.7% | -2.8% | +10.5% | +9.5% |
| 30D | +22.0% | -5.3% | +27.2% | +25.4% |
| 3M | +37.6% | -6.7% | +44.3% | +41.9% |
| 6M | +45.3% | -9.9% | +55.2% | +51.4% |
| YTD | +1.9% | +5.1% | -3.2% | -5.5% |
| 1Y | -2.7% | -7.3% | +4.6% | -1.8% |
| 3Y | +973.4% | +70.4% | +903.0% | +633.6% |
| 5Y | +179.3% | +104.4% | +74.9% | +103.5% |
| All | +231.1% | +125.9% | +105.2% | +324.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling