+250.7%
HOOD vs HST
+72.6%
+178.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.3% |
| 7D | +17.1% | -1.0% | +18.2% | +17.9% |
| 30D | +31.6% | -12.3% | +43.8% | +44.0% |
| 3M | +38.2% | -6.4% | +44.6% | +43.6% |
| 6M | +48.5% | +15.0% | +33.5% | +31.9% |
| YTD | +8.0% | +30.5% | -22.5% | -12.5% |
| 1Y | +18.7% | +35.7% | -17.0% | -7.8% |
| 3Y | +999.1% | +68.4% | +930.7% | +624.5% |
| 5Y | +181.7% | +73.1% | +108.6% | +102.7% |
| All | +250.7% | +72.6% | +178.1% | +156.0% |
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