+193.0%
HOOD vs NWSA
+40.6%
+152.3%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.9% | -2.0% | -2.2% |
| 7D | +13.4% | -2.6% | +16.0% | +16.3% |
| 30D | +25.8% | +4.6% | +21.2% | +21.1% |
| 3M | +38.0% | +10.2% | +27.8% | +24.5% |
| 6M | +52.2% | +21.6% | +30.6% | +24.2% |
| YTD | +3.7% | +14.6% | -10.9% | -11.1% |
| 1Y | +0.1% | +0.4% | -0.3% | -2.6% |
| 3Y | +992.6% | +45.0% | +947.6% | +677.5% |
| 5Y | +193.0% | +41.3% | +151.7% | +111.0% |
| All | +193.0% | +40.6% | +152.3% | +111.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling