+132.4%
HOOD vs HAS
+45.7%
+86.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.7% | +3.5% |
| 7D | -4.8% | -0.2% | -4.6% | -4.6% |
| 30D | -26.1% | +31.0% | -57.1% | -36.8% |
| 3M | -10.8% | +30.7% | -41.5% | -23.8% |
| 6M | +2.4% | +23.9% | -21.6% | -11.2% |
| YTD | -28.5% | +48.3% | -76.8% | -45.3% |
| 1Y | -36.3% | +60.2% | -96.6% | -53.8% |
| 3Y | +743.7% | +189.2% | +554.5% | +294.0% |
| 5Y | +118.6% | +50.4% | +68.2% | +73.3% |
| All | +132.4% | +45.7% | +86.7% | +94.6% |
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