+223.3%
HOOD vs HL
+192.3%
+31.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.3% |
| 7D | -7.8% | -4.4% | -3.5% | -6.6% |
| 30D | +18.6% | +9.3% | +9.3% | +15.2% |
| 3M | +22.1% | +32.0% | -9.9% | +11.5% |
| 6M | +43.1% | -6.4% | +49.5% | +43.8% |
| YTD | -0.5% | +3.1% | -3.6% | -4.4% |
| 1Y | -4.4% | +77.6% | -82.0% | -24.0% |
| 3Y | +938.5% | +392.8% | +545.6% | +478.2% |
| 5Y | +173.4% | +234.1% | -60.7% | +46.7% |
| All | +223.3% | +192.3% | +31.0% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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