+133.6%
HOOD vs EW
-5.7%
+139.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.0% |
| 7D | -5.1% | +9.3% | -14.3% | -9.7% |
| 30D | -25.4% | +22.1% | -47.5% | -33.4% |
| 3M | -14.0% | +13.0% | -27.0% | -20.0% |
| 6M | +5.6% | +30.1% | -24.5% | -10.2% |
| YTD | -28.1% | +22.0% | -50.1% | -36.5% |
| 1Y | -40.1% | +23.7% | -63.8% | -47.6% |
| 3Y | +888.2% | +62.0% | +826.2% | +561.4% |
| 5Y | +135.8% | -12.4% | +148.2% | +140.2% |
| All | +133.6% | -5.7% | +139.3% | +143.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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