+225.5%
HOOD vs JHX
-16.0%
+241.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.8% | -0.7% |
| 7D | -9.1% | -4.9% | -4.3% | -7.3% |
| 30D | +20.1% | -9.3% | +29.4% | +25.2% |
| 3M | +31.2% | +28.1% | +3.2% | +17.9% |
| 6M | +44.3% | +35.2% | +9.1% | +26.0% |
| YTD | +0.2% | +35.9% | -35.7% | -13.3% |
| 1Y | -3.5% | +42.5% | -46.0% | -18.9% |
| 3Y | +955.2% | -4.5% | +959.7% | +805.2% |
| 5Y | +175.3% | -27.1% | +202.4% | +136.1% |
| All | +225.5% | -16.0% | +241.5% | +307.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling