+139.3%
HOOD vs P
+427.4%
-288.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +6.3% | -3.3% | +0.3% |
| 7D | -0.6% | -9.6% | +9.0% | +3.4% |
| 30D | -23.6% | -33.4% | +9.9% | -10.0% |
| 3M | -10.7% | +14.2% | -24.9% | -18.4% |
| 6M | +8.2% | +31.6% | -23.4% | -11.0% |
| YTD | -26.3% | +53.5% | -79.8% | -44.2% |
| 1Y | -36.1% | +14.2% | -50.3% | -46.5% |
| 3Y | +950.7% | +190.5% | +760.2% | +406.5% |
| 5Y | +127.0% | +256.3% | -129.3% | -5.0% |
| All | +139.3% | +427.4% | -288.1% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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