+133.6%
HOOD vs IR
+82.8%
+50.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -1.5% |
| 7D | -5.1% | +1.5% | -6.6% | -6.1% |
| 30D | -25.4% | +9.0% | -34.4% | -30.4% |
| 3M | -14.0% | -0.9% | -13.1% | -13.6% |
| 6M | +5.6% | +13.4% | -7.8% | -7.0% |
| YTD | -28.1% | +8.5% | -36.6% | -35.8% |
| 1Y | -40.1% | +11.3% | -51.4% | -48.1% |
| 3Y | +888.2% | +26.0% | +862.2% | +639.4% |
| 5Y | +135.8% | +47.9% | +88.0% | +45.6% |
| All | +133.6% | +82.8% | +50.8% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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