+193.0%
HOOD vs NOC
+56.8%
+136.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.7% | -4.6% | -3.9% |
| 7D | +13.4% | -2.7% | +16.1% | +13.4% |
| 30D | +25.8% | -8.9% | +34.6% | +25.9% |
| 3M | +38.0% | -3.7% | +41.7% | +37.8% |
| 6M | +52.2% | -30.8% | +83.0% | +52.4% |
| YTD | +3.7% | -7.9% | +11.7% | +4.1% |
| 1Y | +0.1% | -9.4% | +9.5% | +0.4% |
| 3Y | +992.6% | +29.0% | +963.6% | +996.0% |
| 5Y | +193.0% | +56.1% | +136.9% | +185.0% |
| All | +193.0% | +56.8% | +136.2% | +185.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling