+223.3%
HOOD vs GWRE
+24.9%
+198.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.0% |
| 7D | -7.8% | -13.2% | +5.4% | -0.7% |
| 30D | +18.6% | -18.6% | +37.2% | +29.6% |
| 3M | +22.1% | +18.9% | +3.2% | +4.2% |
| 6M | +43.1% | -11.0% | +54.0% | +40.7% |
| YTD | -0.5% | -29.9% | +29.4% | +12.9% |
| 1Y | -4.4% | -44.3% | +39.9% | +26.6% |
| 3Y | +938.5% | +51.7% | +886.8% | +471.6% |
| 5Y | +173.4% | +15.4% | +158.0% | +96.7% |
| All | +223.3% | +24.9% | +198.4% | +128.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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