+18.7%
HOOD vs PBR
+70.4%
-51.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -2.3% |
| 7D | +17.1% | +8.6% | +8.5% | +17.7% |
| 30D | +31.6% | +12.8% | +18.8% | +32.7% |
| 3M | +38.2% | +14.7% | +23.6% | +40.0% |
| 6M | +48.5% | +25.2% | +23.4% | +40.1% |
| YTD | +8.0% | +77.1% | -69.2% | -7.0% |
| 1Y | +18.7% | +69.6% | -50.9% | +2.1% |
| All | +18.7% | +70.4% | -51.7% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 1y: compounded portfolio wealth divided by compounded PBR 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…
1y analysis · Full analysis span regression · 6 months rolling