-35.9%
HOOD vs DG
+31.9%
-67.8%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -3.9% | -4.2% |
| 7D | -3.8% | +0.3% | -4.1% | -3.8% |
| 30D | -23.0% | +3.2% | -26.2% | -23.5% |
| 3M | -21.6% | +10.4% | -32.1% | -23.5% |
| 6M | +1.4% | +33.2% | -31.7% | -7.2% |
| YTD | -31.2% | +3.0% | -34.1% | -32.3% |
| 1Y | -35.9% | +31.2% | -67.2% | -35.8% |
| All | -35.9% | +31.9% | -67.8% | -35.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling