+151.0%
HOOD vs NET
+123.3%
+27.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.6% | +4.6% | +3.2% |
| 7D | -4.4% | -16.4% | +12.0% | +3.3% |
| 30D | -23.4% | -25.8% | +2.4% | -12.9% |
| 3M | -6.5% | -11.5% | +5.0% | -2.8% |
| 6M | +14.2% | +18.9% | -4.7% | 0.0% |
| YTD | -22.7% | +35.2% | -57.9% | -38.1% |
| 1Y | -36.1% | +14.5% | -50.6% | -44.4% |
| 3Y | +802.1% | +313.8% | +488.2% | +332.0% |
| 5Y | +135.8% | +32.6% | +103.2% | +47.9% |
| All | +151.0% | +123.3% | +27.7% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 NET 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