+133.6%
HOOD vs OMC
+45.8%
+87.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.6% |
| 7D | -5.1% | +6.8% | -11.9% | -8.2% |
| 30D | -25.4% | +16.2% | -41.6% | -31.1% |
| 3M | -14.0% | +6.0% | -20.0% | -16.9% |
| 6M | +5.6% | +17.7% | -12.1% | -5.0% |
| YTD | -28.1% | +13.5% | -41.5% | -34.4% |
| 1Y | -40.1% | +27.2% | -67.3% | -49.7% |
| 3Y | +888.2% | +30.4% | +857.8% | +686.0% |
| 5Y | +135.8% | +53.5% | +82.3% | +81.6% |
| All | +133.6% | +45.8% | +87.7% | +78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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