+123.6%
HOOD vs NOC
+65.2%
+58.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.5% | -4.3% |
| 7D | -3.8% | +4.8% | -8.6% | -3.6% |
| 30D | -23.0% | +11.0% | -34.0% | -22.7% |
| 3M | -21.6% | -3.8% | -17.9% | -21.6% |
| 6M | +1.4% | +0.6% | +0.8% | +1.5% |
| YTD | -31.2% | -2.3% | -28.9% | -30.9% |
| 1Y | -35.9% | +0.3% | -36.2% | -35.5% |
| 3Y | +836.9% | +24.6% | +812.3% | +864.4% |
| 5Y | +121.1% | +66.0% | +55.1% | +150.5% |
| All | +123.6% | +65.2% | +58.4% | +181.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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