+127.0%
HOOD vs ON
+17.3%
+109.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +9.2% | -6.2% | -0.9% |
| 7D | -0.6% | -1.4% | +0.8% | 0.0% |
| 30D | -23.6% | -10.9% | -12.7% | -19.7% |
| 3M | -10.7% | -14.9% | +4.2% | -5.1% |
| 6M | +8.2% | -33.0% | +41.2% | +19.2% |
| YTD | -26.3% | +27.6% | -54.0% | -42.7% |
| 1Y | -36.1% | +44.5% | -80.6% | -53.2% |
| 3Y | +950.7% | +7.4% | +943.3% | +697.5% |
| 5Y | +127.0% | +18.7% | +108.3% | +47.9% |
| All | +127.0% | +17.3% | +109.7% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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