+113.0%
HOOD vs DG
-34.7%
+147.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.1% | +6.3% | +3.5% |
| 7D | -4.8% | +1.1% | -5.9% | -4.9% |
| 30D | -26.1% | +9.5% | -35.6% | -26.9% |
| 3M | -10.8% | +5.5% | -16.3% | -11.4% |
| 6M | +2.4% | +16.1% | -13.7% | +0.2% |
| YTD | -28.5% | +2.7% | -31.1% | -29.1% |
| 1Y | -36.3% | +42.1% | -78.4% | -38.6% |
| 3Y | +743.7% | +19.3% | +724.4% | +719.4% |
| All | +113.0% | -34.7% | +147.7% | +135.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling