+123.6%
HOOD vs GWW
+244.4%
-120.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.4% | -3.8% |
| 7D | -3.8% | +3.6% | -7.3% | -5.5% |
| 30D | -23.0% | +12.1% | -35.1% | -27.3% |
| 3M | -21.6% | +12.9% | -34.5% | -26.3% |
| 6M | +1.4% | +19.3% | -17.9% | -8.3% |
| YTD | -31.2% | +48.7% | -79.9% | -45.5% |
| 1Y | -35.9% | +60.5% | -96.4% | -51.7% |
| 3Y | +836.9% | +93.3% | +743.7% | +544.8% |
| 5Y | +121.1% | +219.0% | -97.8% | +14.2% |
| All | +123.6% | +244.4% | -120.8% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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