-35.9%
HOOD vs NWSA
+1.1%
-36.9%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +3.7% |
| 7D | -3.2% | -12.2% | +9.0% | +1.9% |
| 30D | -22.6% | -8.7% | -13.9% | -19.4% |
| 3M | -10.4% | -6.0% | -4.4% | -7.0% |
| 6M | +4.7% | -0.3% | +5.0% | +5.5% |
| YTD | -25.2% | +3.5% | -28.7% | -26.3% |
| 1Y | -35.9% | +0.8% | -36.6% | -35.4% |
| All | -35.9% | +1.1% | -36.9% | -35.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling