+139.3%
HOOD vs HWM
+561.5%
-422.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.1% | -2.1% | -0.2% |
| 7D | -0.6% | +1.6% | -2.2% | -1.6% |
| 30D | -23.6% | -3.9% | -19.6% | -22.2% |
| 3M | -10.7% | -23.2% | +12.5% | +4.0% |
| 6M | +8.2% | -20.0% | +28.1% | +22.2% |
| YTD | -26.3% | +5.7% | -32.0% | -32.1% |
| 1Y | -36.1% | +4.9% | -41.0% | -40.7% |
| 3Y | +950.7% | +347.0% | +603.7% | +328.2% |
| 5Y | +127.0% | +563.0% | -436.0% | -26.3% |
| All | +139.3% | +561.5% | -422.2% | -29.2% |
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