+250.7%
HOOD vs NOC
+54.6%
+196.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.4% | -2.1% |
| 7D | +17.1% | -5.2% | +22.3% | +17.0% |
| 30D | +31.6% | -7.2% | +38.8% | +31.3% |
| 3M | +38.2% | -5.1% | +43.4% | +37.9% |
| 6M | +48.5% | -31.1% | +79.6% | +46.7% |
| YTD | +8.0% | -8.6% | +16.6% | +8.1% |
| 1Y | +18.7% | -9.7% | +28.4% | +18.9% |
| 3Y | +999.1% | +24.3% | +974.8% | +1,028.4% |
| 5Y | +181.7% | +52.6% | +129.1% | +225.5% |
| All | +250.7% | +54.6% | +196.1% | +340.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling