+125.1%
HOOD vs GS
+161.4%
-36.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -6.4% | -4.0% | -3.2% |
| 7D | -14.4% | -6.3% | -8.1% | -7.6% |
| 30D | -30.0% | -3.1% | -26.9% | -27.1% |
| 3M | -15.5% | -17.7% | +2.1% | +5.8% |
| 6M | +1.8% | -4.6% | +6.3% | +7.4% |
| YTD | -30.7% | +0.3% | -31.0% | -30.8% |
| 1Y | -45.0% | +11.7% | -56.7% | -51.3% |
| 3Y | +709.0% | +183.6% | +525.4% | +199.8% |
| 5Y | +111.8% | +141.0% | -29.2% | -15.7% |
| All | +125.1% | +161.4% | -36.3% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 GS 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