+133.6%
HOOD vs PWR
+546.8%
-413.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -1.6% |
| 7D | -5.1% | -11.2% | +6.2% | +0.2% |
| 30D | -25.4% | -17.4% | -8.0% | -18.4% |
| 3M | -14.0% | -11.7% | -2.2% | -10.1% |
| 6M | +5.6% | -21.7% | +27.3% | +15.6% |
| YTD | -28.1% | +38.3% | -66.4% | -46.2% |
| 1Y | -40.1% | +29.6% | -69.7% | -53.1% |
| 3Y | +888.2% | +236.1% | +652.1% | +347.4% |
| 5Y | +135.8% | +406.3% | -270.5% | -17.4% |
| All | +133.6% | +546.8% | -413.2% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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