+123.6%
HOOD vs GH
+35.6%
+88.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.0% | -2.2% | -3.4% |
| 7D | -3.8% | +0.6% | -4.3% | -4.0% |
| 30D | -23.0% | -6.9% | -16.0% | -20.6% |
| 3M | -21.6% | -4.9% | -16.7% | -20.5% |
| 6M | +1.4% | +54.1% | -52.6% | -17.1% |
| YTD | -31.2% | +48.5% | -79.7% | -43.3% |
| 1Y | -35.9% | +61.2% | -97.1% | -49.1% |
| 3Y | +836.9% | +570.3% | +266.6% | +253.1% |
| 5Y | +121.1% | +46.1% | +75.0% | +47.1% |
| All | +123.6% | +35.6% | +88.0% | +45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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