+237.0%
HOOD vs HYG
+20.1%
+216.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.1% | -3.9% | -3.7% |
| 7D | +13.4% | 0.0% | +13.3% | +13.3% |
| 30D | +25.8% | -0.1% | +25.9% | +26.5% |
| 3M | +38.0% | +1.0% | +37.0% | +33.6% |
| 6M | +52.2% | +2.3% | +49.9% | +42.1% |
| YTD | +3.7% | +2.1% | +1.6% | -1.8% |
| 1Y | +0.1% | +3.8% | -3.7% | -10.3% |
| 3Y | +992.6% | +26.7% | +965.9% | +443.5% |
| 5Y | +193.0% | +19.3% | +173.7% | +97.2% |
| All | +237.0% | +20.1% | +216.9% | +160.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 HYG 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