+133.6%
HOOD vs HWM
+570.1%
-436.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -3.2% |
| 7D | -5.1% | -1.8% | -3.3% | -4.0% |
| 30D | -25.4% | -2.7% | -22.7% | -24.7% |
| 3M | -14.0% | -22.7% | +8.8% | -0.2% |
| 6M | +5.6% | -18.9% | +24.5% | +18.3% |
| YTD | -28.1% | +7.1% | -35.2% | -34.3% |
| 1Y | -40.1% | +4.7% | -44.8% | -44.4% |
| 3Y | +888.2% | +345.6% | +542.6% | +302.6% |
| 5Y | +135.8% | +588.3% | -452.5% | -22.1% |
| All | +133.6% | +570.1% | -436.5% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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