+133.6%
HOOD vs HAS
+48.8%
+84.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.0% | -1.8% | -2.7% |
| 7D | +3.8% | +1.6% | +2.2% | +2.9% |
| 30D | -26.4% | +26.6% | -53.0% | -35.8% |
| 3M | -14.3% | +29.0% | -43.3% | -26.1% |
| 6M | +3.9% | +30.6% | -26.6% | -12.4% |
| YTD | -28.1% | +51.5% | -79.6% | -45.6% |
| 1Y | -38.8% | +58.5% | -97.3% | -55.2% |
| 3Y | +888.5% | +214.1% | +674.3% | +335.3% |
| 5Y | +131.0% | +50.2% | +80.8% | +82.0% |
| All | +133.6% | +48.8% | +84.8% | +93.4% |
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