+139.3%
HOOD vs RF
+82.7%
+56.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.2% | +0.8% | +1.4% |
| 7D | -0.6% | -0.1% | -0.5% | -0.4% |
| 30D | -23.6% | +7.0% | -30.6% | -27.2% |
| 3M | -10.7% | -7.0% | -3.7% | -5.8% |
| 6M | +8.2% | +6.8% | +1.4% | +2.3% |
| YTD | -26.3% | +9.9% | -36.2% | -32.1% |
| 1Y | -36.1% | +21.1% | -57.2% | -45.2% |
| 3Y | +950.7% | +119.6% | +831.1% | +531.0% |
| 5Y | +127.0% | +46.2% | +80.8% | +69.7% |
| All | +139.3% | +82.7% | +56.6% | +91.0% |
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