+123.6%
HOOD vs D
+12.8%
+110.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.5% | -4.3% |
| 7D | -3.8% | -1.4% | -2.4% | -3.5% |
| 30D | -23.0% | +7.7% | -30.7% | -24.1% |
| 3M | -21.6% | -0.3% | -21.4% | -21.6% |
| 6M | +1.4% | +10.1% | -8.6% | -0.7% |
| YTD | -31.2% | +19.1% | -50.2% | -33.9% |
| 1Y | -35.9% | +15.9% | -51.8% | -38.2% |
| 3Y | +836.9% | +75.0% | +761.9% | +671.3% |
| 5Y | +121.1% | +13.4% | +107.8% | +111.6% |
| All | +123.6% | +12.8% | +110.8% | +168.5% |
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