-38.8%
HOOD vs GWW
+60.2%
-99.1%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.1% | -4.9% | -3.9% |
| 7D | +3.8% | +3.7% | +0.1% | +3.3% |
| 30D | -26.4% | +13.6% | -40.0% | -27.0% |
| 3M | -14.3% | +15.4% | -29.6% | -15.2% |
| 6M | +3.9% | +21.8% | -17.9% | +1.5% |
| YTD | -28.1% | +50.0% | -78.1% | -28.4% |
| 1Y | -38.8% | +60.2% | -99.0% | -36.4% |
| All | -38.8% | +60.2% | -99.1% | -36.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling