+133.6%
HOOD vs DD
+84.1%
+49.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -3.1% |
| 7D | -5.1% | +2.2% | -7.3% | -6.4% |
| 30D | -25.4% | +20.7% | -46.1% | -34.3% |
| 3M | -14.0% | +11.3% | -25.3% | -20.3% |
| 6M | +5.6% | +6.0% | -0.4% | +1.0% |
| YTD | -28.1% | +31.7% | -59.8% | -41.5% |
| 1Y | -40.1% | +32.2% | -72.4% | -51.5% |
| 3Y | +888.2% | +92.7% | +795.5% | +495.8% |
| 5Y | +135.8% | +72.1% | +63.7% | +51.0% |
| All | +133.6% | +84.1% | +49.5% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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