+123.6%
HOOD vs QS
-84.9%
+208.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.2% | +0.9% | -2.4% |
| 7D | -3.8% | -14.0% | +10.2% | +1.4% |
| 30D | -23.0% | -6.4% | -16.6% | -21.3% |
| 3M | -21.6% | -40.3% | +18.6% | -6.0% |
| 6M | +1.4% | -57.5% | +59.0% | +34.9% |
| YTD | -31.2% | -64.7% | +33.5% | -2.7% |
| 1Y | -35.9% | -72.9% | +36.9% | -0.9% |
| 3Y | +836.9% | -33.5% | +870.4% | +671.9% |
| 5Y | +121.1% | -90.5% | +211.6% | +238.2% |
| All | +123.6% | -84.9% | +208.5% | +207.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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