+250.7%
HOOD vs NSC
+42.6%
+208.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.4% |
| 7D | +17.1% | -5.5% | +22.6% | +20.9% |
| 30D | +31.6% | -3.2% | +34.8% | +34.0% |
| 3M | +38.2% | +7.7% | +30.6% | +30.7% |
| 6M | +48.5% | +4.5% | +44.0% | +41.8% |
| YTD | +8.0% | +15.6% | -7.6% | -4.3% |
| 1Y | +18.7% | +19.8% | -1.2% | +2.4% |
| 3Y | +999.1% | +70.1% | +929.0% | +649.8% |
| 5Y | +181.7% | +46.1% | +135.6% | +124.9% |
| All | +250.7% | +42.6% | +208.0% | +172.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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