+113.0%
HOOD vs HWM
+522.0%
-408.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.4% | +0.8% | +1.5% |
| 7D | -4.8% | +3.3% | -8.1% | -7.3% |
| 30D | -26.1% | -7.6% | -18.5% | -22.4% |
| 3M | -10.8% | -28.9% | +18.1% | +12.3% |
| 6M | +2.4% | -19.7% | +22.0% | +16.3% |
| YTD | -28.5% | +0.5% | -29.0% | -33.1% |
| 1Y | -36.3% | +0.3% | -36.6% | -40.2% |
| 3Y | +743.7% | +325.8% | +417.9% | +164.3% |
| All | +113.0% | +522.0% | -408.9% | -53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling