-19.6%
HOOD vs Q
+75.3%
-94.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.3% | -6.2% | -4.7% |
| 7D | +13.4% | +6.7% | +6.6% | +10.7% |
| 30D | +25.8% | -10.6% | +36.4% | +30.5% |
| 3M | +38.0% | -14.6% | +52.6% | +42.1% |
| 6M | +52.2% | +12.1% | +40.2% | +32.0% |
| YTD | +3.7% | +51.3% | -47.5% | -26.0% |
| All | -19.6% | +75.3% | -94.9% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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