+231.1%
HOOD vs QS
-78.6%
+309.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.6% | +4.9% | +0.6% |
| 7D | +7.7% | -4.2% | +12.0% | +9.3% |
| 30D | +22.0% | -15.7% | +37.6% | +29.7% |
| 3M | +37.6% | -28.7% | +66.3% | +53.6% |
| 6M | +45.3% | -23.2% | +68.5% | +56.8% |
| YTD | +1.9% | -49.9% | +51.8% | +27.7% |
| 1Y | -2.7% | -38.8% | +36.1% | +8.1% |
| 3Y | +973.4% | -24.0% | +997.4% | +760.5% |
| 5Y | +179.3% | -75.6% | +254.9% | +230.7% |
| All | +231.1% | -78.6% | +309.6% | +303.3% |
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