+123.6%
HOOD vs DG
-36.5%
+160.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -3.9% | -4.3% |
| 7D | -3.8% | +0.3% | -4.1% | -3.8% |
| 30D | -23.0% | +3.2% | -26.2% | -23.3% |
| 3M | -21.6% | +10.4% | -32.1% | -22.5% |
| 6M | +1.4% | +33.2% | -31.7% | -1.9% |
| YTD | -31.2% | +3.0% | -34.1% | -31.8% |
| 1Y | -35.9% | +31.2% | -67.2% | -37.8% |
| 3Y | +836.9% | +21.8% | +815.1% | +804.4% |
| 5Y | +121.1% | -35.0% | +156.1% | +152.4% |
| All | +123.6% | -36.5% | +160.1% | +165.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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