+139.3%
HOOD vs EW
-5.1%
+144.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.5% | +0.5% | +1.6% |
| 7D | -0.6% | +12.3% | -12.9% | -6.9% |
| 30D | -23.6% | +22.9% | -46.5% | -32.0% |
| 3M | -10.7% | +16.7% | -27.4% | -18.5% |
| 6M | +8.2% | +31.0% | -22.8% | -8.3% |
| YTD | -26.3% | +22.8% | -49.2% | -35.2% |
| 1Y | -36.1% | +25.6% | -61.7% | -44.5% |
| 3Y | +950.7% | +62.0% | +888.7% | +603.9% |
| 5Y | +127.0% | -12.8% | +139.8% | +131.1% |
| All | +139.3% | -5.1% | +144.4% | +148.5% |
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