-40.1%
HOOD vs HST
+55.2%
-95.4%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.6% | -5.0% | -4.0% |
| 7D | -5.1% | +0.6% | -5.7% | -5.2% |
| 30D | -25.4% | +14.5% | -39.9% | -30.3% |
| 3M | -14.0% | +15.4% | -29.4% | -20.0% |
| 6M | +5.6% | +22.0% | -16.4% | -8.0% |
| YTD | -28.1% | +54.9% | -82.9% | -45.2% |
| 1Y | -40.1% | +54.0% | -94.1% | -54.1% |
| All | -40.1% | +55.2% | -95.4% | -54.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling