+142.9%
HOOD vs RF
+80.9%
+62.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.1% |
| 7D | -3.2% | -1.3% | -1.9% | -2.1% |
| 30D | -22.6% | +4.6% | -27.2% | -25.0% |
| 3M | -10.4% | -8.4% | -1.9% | -4.4% |
| 6M | +4.7% | +8.9% | -4.2% | -2.2% |
| YTD | -25.2% | +8.8% | -34.0% | -30.6% |
| 1Y | -35.9% | +18.9% | -54.8% | -44.3% |
| 3Y | +927.7% | +116.0% | +811.7% | +524.1% |
| 5Y | +147.5% | +46.0% | +101.5% | +86.0% |
| All | +142.9% | +80.9% | +62.0% | +95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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