+113.0%
HOOD vs MA
+93.2%
+19.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.7% | +3.7% |
| 7D | -4.8% | +2.3% | -7.1% | -6.7% |
| 30D | -26.1% | +14.7% | -40.8% | -34.8% |
| 3M | -10.8% | +13.5% | -24.3% | -21.0% |
| 6M | +2.4% | +33.1% | -30.8% | -23.3% |
| YTD | -28.5% | +15.1% | -43.5% | -39.0% |
| 1Y | -36.3% | +18.7% | -55.1% | -47.9% |
| 3Y | +743.7% | +72.1% | +671.6% | +376.7% |
| All | +113.0% | +93.2% | +19.8% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 5y: compounded portfolio wealth divided by compounded MA 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…
5y analysis · Full analysis span regression · 6 months rolling