+223.3%
HOOD vs DGX
+84.0%
+139.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.3% | -1.1% |
| 7D | -7.8% | -0.9% | -6.9% | -7.6% |
| 30D | +18.6% | -1.2% | +19.8% | +19.0% |
| 3M | +22.1% | +15.8% | +6.3% | +17.8% |
| 6M | +43.1% | +18.2% | +24.9% | +37.2% |
| YTD | -0.5% | +37.2% | -37.7% | -9.1% |
| 1Y | -4.4% | +30.4% | -34.8% | -11.5% |
| 3Y | +938.5% | +96.7% | +841.8% | +725.1% |
| 5Y | +173.4% | +67.2% | +106.3% | +112.2% |
| All | +223.3% | +84.0% | +139.3% | +144.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling