+127.0%
HOOD vs NOC
+60.7%
+66.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.7% | +0.3% | +3.0% |
| 7D | -0.6% | -2.9% | +2.3% | -0.6% |
| 30D | -23.6% | +12.1% | -35.7% | -23.6% |
| 3M | -10.7% | -5.3% | -5.4% | -10.6% |
| 6M | +8.2% | -1.0% | +9.2% | +8.1% |
| YTD | -26.3% | -4.3% | -22.0% | -26.1% |
| 1Y | -36.1% | -3.6% | -32.4% | -35.8% |
| 3Y | +950.7% | +22.9% | +927.8% | +966.5% |
| 5Y | +127.0% | +60.4% | +66.6% | +120.6% |
| All | +127.0% | +60.7% | +66.3% | +120.6% |
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