-35.9%
HOOD vs NOC
-0.8%
-35.1%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.6% | +4.0% |
| 7D | -3.2% | +4.9% | -8.1% | -3.7% |
| 30D | -22.6% | +13.6% | -36.2% | -23.9% |
| 3M | -10.4% | -3.9% | -6.5% | -9.3% |
| 6M | +4.7% | +1.4% | +3.3% | +3.8% |
| YTD | -25.2% | -2.2% | -23.0% | -28.1% |
| 1Y | -35.9% | -1.2% | -34.7% | -38.2% |
| All | -35.9% | -0.8% | -35.1% | -38.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling