+142.9%
HOOD vs HWM
+585.2%
-442.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.3% | +1.7% | +2.6% |
| 7D | -3.2% | +5.0% | -8.2% | -5.9% |
| 30D | -22.6% | +1.5% | -24.1% | -23.8% |
| 3M | -10.4% | -20.3% | +9.9% | +2.0% |
| 6M | +4.7% | -18.0% | +22.7% | +16.6% |
| YTD | -25.2% | +9.5% | -34.7% | -32.6% |
| 1Y | -35.9% | +7.5% | -43.4% | -41.4% |
| 3Y | +927.7% | +355.7% | +572.0% | +312.9% |
| 5Y | +147.5% | +610.2% | -462.7% | -18.6% |
| All | +142.9% | +585.2% | -442.3% | -29.7% |
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