+223.3%
HOOD vs NTRS
+96.0%
+127.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.7% | -1.6% |
| 7D | -7.8% | +1.4% | -9.2% | -8.9% |
| 30D | +18.6% | -0.7% | +19.3% | +19.2% |
| 3M | +22.1% | +11.3% | +10.7% | +11.0% |
| 6M | +43.1% | +35.5% | +7.5% | +8.2% |
| YTD | -0.5% | +40.6% | -41.1% | -26.7% |
| 1Y | -4.4% | +49.2% | -53.6% | -33.0% |
| 3Y | +938.5% | +167.2% | +771.2% | +358.6% |
| 5Y | +173.4% | +94.9% | +78.5% | +58.0% |
| All | +223.3% | +96.0% | +127.3% | +109.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 10y: compounded portfolio wealth divided by compounded NTRS 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…
10y analysis · Full analysis span regression · 6 months rolling