+223.3%
HOOD vs EQIX
+39.4%
+183.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.0% | -1.7% |
| 7D | -7.8% | +0.2% | -8.0% | -8.0% |
| 30D | +18.6% | -2.5% | +21.1% | +20.8% |
| 3M | +22.1% | 0.0% | +22.1% | +20.5% |
| 6M | +43.1% | +7.6% | +35.4% | +33.4% |
| YTD | -0.5% | +37.5% | -38.0% | -24.9% |
| 1Y | -4.4% | +32.9% | -37.3% | -26.2% |
| 3Y | +938.5% | +42.8% | +895.7% | +638.7% |
| 5Y | +173.4% | +35.8% | +137.6% | +80.0% |
| All | +223.3% | +39.4% | +183.9% | +132.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EQIX.
Daily Out/Under-Performance
Portfolio return minus EQIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQIX 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 EQIX 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