+223.3%
HOOD vs PSLV
+134.6%
+88.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -7.8% | -3.5% | -4.4% | -6.7% |
| 30D | +18.6% | -2.1% | +20.8% | +19.8% |
| 3M | +22.1% | -1.6% | +23.7% | +22.6% |
| 6M | +43.1% | -25.5% | +68.6% | +57.1% |
| YTD | -0.5% | -11.4% | +10.9% | -2.4% |
| 1Y | -4.4% | +48.6% | -53.0% | -25.8% |
| 3Y | +938.5% | +166.9% | +771.6% | +528.5% |
| 5Y | +173.4% | +152.4% | +21.0% | +61.7% |
| All | +223.3% | +134.6% | +88.7% | +108.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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