+139.3%
HOOD vs KHC
-18.8%
+158.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.8% | +3.8% | +2.9% |
| 7D | -0.6% | -2.0% | +1.4% | -0.8% |
| 30D | -23.6% | +9.7% | -33.2% | -22.7% |
| 3M | -10.7% | -2.0% | -8.7% | -10.7% |
| 6M | +8.2% | +5.4% | +2.7% | +9.1% |
| YTD | -26.3% | +5.9% | -32.2% | -25.5% |
| 1Y | -36.1% | +7.5% | -43.5% | -35.3% |
| 3Y | +950.7% | -12.4% | +963.1% | +932.2% |
| 5Y | +127.0% | -15.8% | +142.9% | +143.8% |
| All | +139.3% | -18.8% | +158.1% | +106.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC 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 KHC 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