+135.8%
HOOD vs QS
-87.4%
+223.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.6% | +0.2% | -1.4% |
| 7D | -5.1% | +8.0% | -13.1% | -7.7% |
| 30D | -25.4% | -2.8% | -22.6% | -24.8% |
| 3M | -14.0% | -28.1% | +14.2% | -3.1% |
| 6M | +5.6% | -41.0% | +46.6% | +25.2% |
| YTD | -28.1% | -57.3% | +29.2% | -4.3% |
| 1Y | -40.1% | -72.7% | +32.5% | -7.0% |
| 3Y | +888.2% | -18.6% | +906.9% | +639.1% |
| 5Y | +135.8% | -87.0% | +222.8% | +284.5% |
| All | +135.8% | -87.4% | +223.2% | +284.5% |
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