-36.1%
HOOD vs DGX
+45.0%
-81.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.5% | -1.5% | +2.7% |
| 7D | -4.4% | +4.1% | -8.5% | -3.7% |
| 30D | -23.4% | +10.5% | -33.9% | -21.8% |
| 3M | -6.5% | +9.8% | -16.3% | -4.6% |
| 6M | +14.2% | +34.6% | -20.4% | +22.6% |
| YTD | -22.7% | +49.8% | -72.5% | -14.3% |
| 1Y | -36.1% | +46.0% | -82.1% | -30.3% |
| All | -36.1% | +45.0% | -81.1% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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