+250.7%
HOOD vs D
+9.8%
+240.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | +17.1% | +1.5% | +15.7% | +16.8% |
| 30D | +31.6% | -2.6% | +34.2% | +32.3% |
| 3M | +38.2% | 0.0% | +38.2% | +38.0% |
| 6M | +48.5% | +7.4% | +41.2% | +46.0% |
| YTD | +8.0% | +15.9% | -7.9% | +4.2% |
| 1Y | +18.7% | +18.1% | +0.5% | +13.8% |
| 3Y | +999.1% | +58.4% | +940.7% | +832.0% |
| 5Y | +181.7% | +5.2% | +176.5% | +132.6% |
| All | +250.7% | +9.8% | +240.9% | +323.5% |
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