+231.1%
HOOD vs DGX
+84.3%
+146.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.7% | -1.8% |
| 7D | +7.7% | -2.2% | +10.0% | +8.3% |
| 30D | +22.0% | -0.9% | +22.9% | +22.3% |
| 3M | +37.6% | +15.6% | +22.0% | +32.9% |
| 6M | +45.3% | +17.8% | +27.5% | +39.4% |
| YTD | +1.9% | +37.5% | -35.5% | -7.0% |
| 1Y | -2.7% | +31.2% | -33.9% | -10.1% |
| 3Y | +973.4% | +96.6% | +876.8% | +753.2% |
| 5Y | +179.3% | +64.9% | +114.3% | +116.1% |
| All | +231.1% | +84.3% | +146.7% | +150.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling