+142.9%
HOOD vs D
+13.5%
+129.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.4% | +4.1% |
| 7D | -3.2% | -2.4% | -0.8% | -2.8% |
| 30D | -22.6% | +9.0% | -31.5% | -23.9% |
| 3M | -10.4% | +1.0% | -11.3% | -10.6% |
| 6M | +4.7% | +11.0% | -6.3% | +2.3% |
| YTD | -25.2% | +19.8% | -45.0% | -28.3% |
| 1Y | -35.9% | +16.0% | -51.9% | -38.1% |
| 3Y | +927.7% | +74.4% | +853.4% | +748.0% |
| 5Y | +147.5% | +13.5% | +134.0% | +135.9% |
| All | +142.9% | +13.5% | +129.4% | +191.3% |
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