+139.3%
HOOD vs D
+13.8%
+125.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.5% | +3.1% |
| 7D | -0.6% | +0.8% | -1.4% | -0.8% |
| 30D | -23.6% | +10.7% | -34.3% | -25.1% |
| 3M | -10.7% | +2.3% | -13.0% | -11.1% |
| 6M | +8.2% | +12.5% | -4.3% | +5.4% |
| YTD | -26.3% | +20.1% | -46.4% | -29.4% |
| 1Y | -36.1% | +15.6% | -51.6% | -38.2% |
| 3Y | +950.7% | +75.2% | +875.5% | +766.0% |
| 5Y | +127.0% | +14.6% | +112.4% | +117.5% |
| All | +139.3% | +13.8% | +125.5% | +186.9% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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