+125.1%
HOOD vs P
+379.2%
-254.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -16.4% | +6.1% | -3.3% |
| 7D | -14.4% | -31.9% | +17.5% | +0.3% |
| 30D | -30.0% | -36.5% | +6.5% | -15.9% |
| 3M | -15.5% | +11.6% | -27.1% | -22.2% |
| 6M | +1.8% | +25.2% | -23.4% | -14.7% |
| YTD | -30.7% | +39.4% | -70.1% | -45.3% |
| 1Y | -45.0% | -3.7% | -41.3% | -50.1% |
| 3Y | +709.0% | +167.3% | +541.7% | +303.5% |
| 5Y | +111.8% | +237.3% | -125.5% | -7.4% |
| All | +125.1% | +379.2% | -254.1% | +16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling