+133.6%
HOOD vs HAS
+49.2%
+84.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.8% |
| 7D | -5.1% | +3.3% | -8.3% | -6.7% |
| 30D | -25.4% | +30.5% | -55.9% | -36.0% |
| 3M | -14.0% | +29.9% | -43.8% | -26.2% |
| 6M | +5.6% | +26.5% | -21.0% | -9.4% |
| YTD | -28.1% | +51.9% | -80.0% | -45.8% |
| 1Y | -40.1% | +60.9% | -101.1% | -56.6% |
| 3Y | +888.2% | +215.0% | +673.2% | +334.3% |
| 5Y | +135.8% | +51.5% | +84.3% | +85.2% |
| All | +133.6% | +49.2% | +84.3% | +93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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