+231.1%
HOOD vs NWSA
+25.0%
+206.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.4% |
| 7D | +7.7% | -3.1% | +10.8% | +10.9% |
| 30D | +22.0% | +4.3% | +17.7% | +17.9% |
| 3M | +37.6% | +9.2% | +28.4% | +25.7% |
| 6M | +45.3% | +21.6% | +23.7% | +19.4% |
| YTD | +1.9% | +14.2% | -12.3% | -11.9% |
| 1Y | -2.7% | +1.8% | -4.5% | -6.5% |
| 3Y | +973.4% | +44.4% | +928.9% | +680.9% |
| 5Y | +179.3% | +41.0% | +138.3% | +111.5% |
| All | +231.1% | +25.0% | +206.1% | +121.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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