+139.3%
HOOD vs HAS
+48.1%
+91.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.7% | +1.3% | +2.0% |
| 7D | -0.6% | +2.2% | -2.8% | -1.7% |
| 30D | -23.6% | +29.6% | -53.1% | -34.2% |
| 3M | -10.7% | +30.3% | -41.0% | -23.6% |
| 6M | +8.2% | +25.6% | -17.4% | -6.8% |
| YTD | -26.3% | +50.8% | -77.2% | -44.2% |
| 1Y | -36.1% | +63.0% | -99.1% | -54.1% |
| 3Y | +950.7% | +211.6% | +739.1% | +364.9% |
| 5Y | +127.0% | +50.4% | +76.6% | +79.0% |
| All | +139.3% | +48.1% | +91.1% | +98.6% |
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