+250.7%
HOOD vs QS
-77.5%
+328.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.6% | -2.3% |
| 7D | +17.1% | -2.3% | +19.4% | +18.1% |
| 30D | +31.6% | -0.7% | +32.3% | +32.0% |
| 3M | +38.2% | -39.6% | +77.9% | +63.5% |
| 6M | +48.5% | -21.7% | +70.2% | +59.4% |
| YTD | +8.0% | -47.4% | +55.4% | +33.0% |
| 1Y | +18.7% | -28.4% | +47.0% | +24.4% |
| 3Y | +999.1% | -22.6% | +1,021.7% | +779.0% |
| 5Y | +181.7% | -75.6% | +257.3% | +236.4% |
| All | +250.7% | -77.5% | +328.2% | +320.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling