+225.5%
HOOD vs MO
+112.4%
+113.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.5% |
| 7D | -9.1% | -1.0% | -8.1% | -9.3% |
| 30D | +20.1% | +5.8% | +14.3% | +21.2% |
| 3M | +31.2% | -4.5% | +35.8% | +31.1% |
| 6M | +44.3% | +5.7% | +38.6% | +45.5% |
| YTD | +0.2% | +23.1% | -22.9% | +1.0% |
| 1Y | -3.5% | +10.9% | -14.4% | -2.5% |
| 3Y | +955.2% | +96.1% | +859.1% | +877.9% |
| 5Y | +175.3% | +100.1% | +75.2% | +130.5% |
| All | +225.5% | +112.4% | +113.1% | +311.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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