+250.7%
HOOD vs NET
+133.6%
+117.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -1.2% |
| 7D | +17.1% | -7.0% | +24.1% | +20.9% |
| 30D | +31.6% | -4.8% | +36.4% | +34.2% |
| 3M | +38.2% | +3.8% | +34.4% | +34.4% |
| 6M | +48.5% | +50.0% | -1.5% | +16.5% |
| YTD | +8.0% | +41.5% | -33.5% | -14.2% |
| 1Y | +18.7% | +32.8% | -14.2% | -2.5% |
| 3Y | +999.1% | +335.9% | +663.2% | +415.4% |
| 5Y | +181.7% | +113.8% | +67.9% | +63.0% |
| All | +250.7% | +133.6% | +117.1% | +104.4% |
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