+250.7%
HOOD vs GWW
+205.8%
+44.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.5% |
| 7D | +17.1% | +1.4% | +15.7% | +16.4% |
| 30D | +31.6% | +3.3% | +28.3% | +29.5% |
| 3M | +38.2% | +2.9% | +35.3% | +34.9% |
| 6M | +48.5% | +15.8% | +32.7% | +35.3% |
| YTD | +8.0% | +32.0% | -24.1% | -9.2% |
| 1Y | +18.7% | +29.9% | -11.2% | +0.4% |
| 3Y | +999.1% | +91.1% | +908.0% | +657.4% |
| 5Y | +181.7% | +223.9% | -42.2% | +57.5% |
| All | +250.7% | +205.8% | +44.9% | +77.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling