+132.4%
HOOD vs HST
+94.4%
+37.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.3% | +3.2% |
| 7D | -4.8% | -2.7% | -2.1% | -2.6% |
| 30D | -26.1% | +10.7% | -36.8% | -31.1% |
| 3M | -10.8% | +6.3% | -17.1% | -14.4% |
| 6M | +2.4% | +19.0% | -16.6% | -10.8% |
| YTD | -28.5% | +47.0% | -75.5% | -46.6% |
| 1Y | -36.3% | +53.4% | -89.8% | -54.1% |
| 3Y | +743.7% | +78.0% | +665.7% | +435.8% |
| 5Y | +118.6% | +71.7% | +46.9% | +25.6% |
| All | +132.4% | +94.4% | +37.9% | +56.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling