+123.6%
HOOD vs P
+453.8%
-330.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.9% | -2.4% | -3.5% |
| 7D | -3.8% | +11.6% | -15.4% | -8.2% |
| 30D | -23.0% | -23.7% | +0.7% | -14.5% |
| 3M | -21.6% | -8.0% | -13.7% | -20.9% |
| 6M | +1.4% | +27.9% | -26.5% | -15.0% |
| YTD | -31.2% | +61.2% | -92.3% | -49.0% |
| 1Y | -35.9% | +28.6% | -64.6% | -49.4% |
| 3Y | +836.9% | +200.5% | +636.5% | +345.8% |
| 5Y | +121.1% | +282.9% | -161.8% | -9.3% |
| All | +123.6% | +453.8% | -330.2% | +8.6% |
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