+133.6%
HOOD vs HST
+104.8%
+28.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.6% | -5.0% | -4.3% |
| 7D | -5.1% | +0.6% | -5.7% | -5.3% |
| 30D | -25.4% | +14.5% | -39.9% | -32.1% |
| 3M | -14.0% | +15.4% | -29.4% | -22.2% |
| 6M | +5.6% | +22.0% | -16.4% | -9.6% |
| YTD | -28.1% | +54.9% | -82.9% | -48.3% |
| 1Y | -40.1% | +54.0% | -94.1% | -57.0% |
| 3Y | +888.2% | +90.4% | +797.8% | +495.9% |
| 5Y | +135.8% | +84.2% | +51.6% | +32.9% |
| All | +133.6% | +104.8% | +28.8% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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