-3.5%
HOOD vs NWSA
+1.3%
-4.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.4% |
| 7D | -9.1% | -4.8% | -4.4% | -7.4% |
| 30D | +20.1% | +3.0% | +17.1% | +19.4% |
| 3M | +31.2% | +9.3% | +21.9% | +26.2% |
| 6M | +44.3% | +23.2% | +21.1% | +29.7% |
| YTD | +0.2% | +13.3% | -13.1% | -5.7% |
| 1Y | -3.5% | +2.9% | -6.4% | -3.2% |
| All | -3.5% | +1.3% | -4.9% | -3.2% |
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