+237.0%
HOOD vs IJH
+50.5%
+186.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.3% | -2.7% |
| 7D | +13.4% | +1.0% | +12.3% | +11.6% |
| 30D | +25.8% | -3.1% | +28.9% | +33.8% |
| 3M | +38.0% | +1.9% | +36.0% | +33.3% |
| 6M | +52.2% | +11.0% | +41.2% | +27.2% |
| YTD | +3.7% | +14.7% | -11.0% | -17.7% |
| 1Y | +0.1% | +15.6% | -15.5% | -21.0% |
| 3Y | +992.6% | +52.5% | +940.0% | +483.2% |
| 5Y | +193.0% | +49.1% | +143.9% | +71.7% |
| All | +237.0% | +50.5% | +186.5% | +108.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling