+193.0%
HOOD vs QS
-74.6%
+267.6%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.0% | -5.9% | -4.6% |
| 7D | +13.4% | +2.2% | +11.2% | +12.4% |
| 30D | +25.8% | -8.1% | +33.8% | +29.8% |
| 3M | +38.0% | -27.0% | +65.0% | +52.8% |
| 6M | +52.2% | -16.4% | +68.7% | +59.5% |
| YTD | +3.7% | -46.4% | +50.1% | +26.8% |
| 1Y | +0.1% | -41.1% | +41.1% | +12.3% |
| 3Y | +992.6% | -18.6% | +1,011.2% | +756.3% |
| 5Y | +193.0% | -73.0% | +266.0% | +251.6% |
| All | +193.0% | -74.6% | +267.6% | +251.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling