+231.1%
HOOD vs DG
-41.4%
+272.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -1.5% |
| 7D | +7.7% | -4.8% | +12.6% | +8.3% |
| 30D | +22.0% | +1.8% | +20.2% | +21.7% |
| 3M | +37.6% | +14.5% | +23.1% | +35.3% |
| 6M | +45.3% | -13.6% | +58.8% | +46.3% |
| YTD | +1.9% | -4.8% | +6.8% | +1.9% |
| 1Y | -2.7% | +21.6% | -24.3% | -4.8% |
| 3Y | +973.4% | +4.5% | +968.9% | +966.9% |
| 5Y | +179.3% | -38.5% | +217.7% | +221.2% |
| All | +231.1% | -41.4% | +272.4% | +297.4% |
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