+193.0%
HOOD vs GWW
+222.6%
-29.6%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.7% | -1.2% | -2.5% |
| 7D | +13.4% | -1.5% | +14.9% | +14.4% |
| 30D | +25.8% | +1.1% | +24.7% | +25.1% |
| 3M | +38.0% | -1.0% | +39.0% | +37.4% |
| 6M | +52.2% | +16.3% | +35.9% | +37.4% |
| YTD | +3.7% | +28.5% | -24.8% | -12.3% |
| 1Y | +0.1% | +30.3% | -30.2% | -16.4% |
| 3Y | +992.6% | +91.6% | +900.9% | +628.4% |
| 5Y | +193.0% | +224.0% | -31.0% | +48.1% |
| All | +193.0% | +222.6% | -29.6% | +48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling