+175.3%
HOOD vs DGX
+59.5%
+115.8%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.3% |
| 7D | -9.1% | -3.5% | -5.7% | -8.4% |
| 30D | +20.1% | -2.7% | +22.8% | +20.9% |
| 3M | +31.2% | +13.9% | +17.3% | +27.1% |
| 6M | +44.3% | +16.0% | +28.3% | +39.0% |
| YTD | +0.2% | +34.9% | -34.7% | -8.2% |
| 1Y | -3.5% | +30.6% | -34.1% | -11.0% |
| 3Y | +955.2% | +93.0% | +862.2% | +741.0% |
| 5Y | +175.3% | +64.4% | +110.9% | +112.5% |
| All | +175.3% | +59.5% | +115.8% | +112.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling