+133.6%
HOOD vs D
+14.0%
+119.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.4% |
| 7D | -5.1% | +2.4% | -7.5% | -5.5% |
| 30D | -25.4% | +10.9% | -36.3% | -26.9% |
| 3M | -14.0% | +2.8% | -16.8% | -14.5% |
| 6M | +5.6% | +12.7% | -7.1% | +2.9% |
| YTD | -28.1% | +20.3% | -48.4% | -31.1% |
| 1Y | -40.1% | +17.1% | -57.3% | -42.3% |
| 3Y | +888.2% | +75.1% | +813.1% | +714.8% |
| 5Y | +135.8% | +13.1% | +122.7% | +123.2% |
| All | +133.6% | +14.0% | +119.6% | +179.9% |
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