+992.6%
HOOD vs QS
-19.7%
+1,012.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.0% | -5.9% | -4.5% |
| 7D | +13.4% | +2.2% | +11.2% | +12.6% |
| 30D | +25.8% | -8.1% | +33.8% | +29.0% |
| 3M | +38.0% | -27.0% | +65.0% | +49.7% |
| 6M | +52.2% | -16.4% | +68.7% | +58.5% |
| YTD | +3.7% | -46.4% | +50.1% | +21.0% |
| 1Y | +0.1% | -41.1% | +41.1% | +11.1% |
| 3Y | +992.6% | -18.6% | +1,011.2% | +882.1% |
| All | +992.6% | -19.7% | +1,012.2% | +882.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling