+250.7%
HOOD vs NWSA
+27.9%
+222.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -0.5% |
| 7D | +17.1% | -1.9% | +19.0% | +19.2% |
| 30D | +31.6% | +4.6% | +27.0% | +26.4% |
| 3M | +38.2% | +13.2% | +25.0% | +22.0% |
| 6M | +48.5% | +27.0% | +21.5% | +17.2% |
| YTD | +8.0% | +16.8% | -8.9% | -8.5% |
| 1Y | +18.7% | +4.5% | +14.1% | +11.5% |
| 3Y | +999.1% | +46.2% | +952.9% | +690.6% |
| 5Y | +181.7% | +40.9% | +140.8% | +104.9% |
| All | +250.7% | +27.9% | +222.8% | +130.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling