+133.6%
HOOD vs DG
-36.3%
+169.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.1% | -1.8% | -3.6% |
| 7D | +3.8% | -2.5% | +6.2% | +4.0% |
| 30D | -26.4% | +7.7% | -34.1% | -27.0% |
| 3M | -14.3% | +13.1% | -27.4% | -15.5% |
| 6M | +3.9% | +32.0% | -28.1% | +0.6% |
| YTD | -28.1% | +3.3% | -31.4% | -28.8% |
| 1Y | -38.8% | +31.7% | -70.5% | -40.7% |
| 3Y | +888.5% | +21.7% | +866.8% | +855.0% |
| 5Y | +131.0% | -34.7% | +165.8% | +163.7% |
| All | +133.6% | -36.3% | +169.9% | +177.7% |
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