+142.9%
HOOD vs COST
+172.6%
-29.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.0% | +2.0% | +2.9% |
| 7D | -3.2% | +3.9% | -7.2% | -5.3% |
| 30D | -22.6% | +13.5% | -36.1% | -28.0% |
| 3M | -10.4% | +15.3% | -25.7% | -17.7% |
| 6M | +4.7% | +9.2% | -4.4% | -1.9% |
| YTD | -25.2% | +26.9% | -52.1% | -37.7% |
| 1Y | -35.9% | +19.7% | -55.6% | -44.5% |
| 3Y | +927.7% | +96.0% | +831.7% | +550.2% |
| 5Y | +147.5% | +124.0% | +23.5% | +53.2% |
| All | +142.9% | +172.6% | -29.7% | +179.4% |
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