+223.3%
HOOD vs JHX
-15.2%
+238.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.1% |
| 7D | -7.8% | -6.3% | -1.5% | -5.3% |
| 30D | +18.6% | -7.7% | +26.4% | +22.8% |
| 3M | +22.1% | +19.2% | +2.9% | +13.0% |
| 6M | +43.1% | +38.3% | +4.8% | +23.7% |
| YTD | -0.5% | +37.2% | -37.7% | -14.2% |
| 1Y | -4.4% | +42.3% | -46.7% | -19.6% |
| 3Y | +938.5% | -4.4% | +942.9% | +792.9% |
| 5Y | +173.4% | -26.4% | +199.8% | +133.5% |
| All | +223.3% | -15.2% | +238.5% | +303.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 JHX 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