+142.9%
HOOD vs HIG
+146.2%
-3.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.2% |
| 7D | -3.2% | -0.7% | -2.6% | -3.0% |
| 30D | -22.6% | +5.4% | -27.9% | -24.6% |
| 3M | -10.4% | -0.9% | -9.5% | -10.4% |
| 6M | +4.7% | +4.8% | -0.1% | +0.8% |
| YTD | -25.2% | +0.9% | -26.1% | -26.8% |
| 1Y | -35.9% | +6.5% | -42.3% | -39.6% |
| 3Y | +927.7% | +95.7% | +832.0% | +557.3% |
| 5Y | +147.5% | +107.1% | +40.4% | +46.4% |
| All | +142.9% | +146.2% | -3.3% | +94.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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