+223.3%
HOOD vs IJH
+48.6%
+174.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -2.1% |
| 7D | -7.8% | -1.9% | -6.0% | -4.6% |
| 30D | +18.6% | -4.6% | +23.2% | +29.8% |
| 3M | +22.1% | -1.2% | +23.2% | +24.7% |
| 6M | +43.1% | +9.4% | +33.7% | +22.6% |
| YTD | -0.5% | +13.3% | -13.8% | -19.3% |
| 1Y | -4.4% | +13.4% | -17.8% | -21.8% |
| 3Y | +938.5% | +50.4% | +888.0% | +468.1% |
| 5Y | +173.4% | +49.0% | +124.5% | +68.6% |
| All | +223.3% | +48.6% | +174.7% | +104.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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