+223.3%
HOOD vs INVH
-20.1%
+243.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -7.8% | -3.0% | -4.8% | -6.0% |
| 30D | +18.6% | -7.5% | +26.1% | +24.3% |
| 3M | +22.1% | -5.5% | +27.6% | +25.2% |
| 6M | +43.1% | +11.7% | +31.3% | +30.1% |
| YTD | -0.5% | +1.3% | -1.8% | -3.5% |
| 1Y | -4.4% | -6.1% | +1.7% | -2.5% |
| 3Y | +938.5% | -9.8% | +948.2% | +970.1% |
| 5Y | +173.4% | -19.7% | +193.1% | +224.8% |
| All | +223.3% | -20.1% | +243.4% | +302.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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