+125.1%
HOOD vs RF
+79.4%
+45.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -2.1% | -8.2% | -8.8% |
| 7D | -14.4% | -1.6% | -12.8% | -13.3% |
| 30D | -30.0% | +5.0% | -35.0% | -32.4% |
| 3M | -15.5% | -10.0% | -5.5% | -8.8% |
| 6M | +1.8% | +3.3% | -1.6% | -1.4% |
| YTD | -30.7% | +7.9% | -38.6% | -35.3% |
| 1Y | -45.0% | +21.2% | -66.2% | -52.8% |
| 3Y | +709.0% | +105.8% | +603.2% | +406.3% |
| 5Y | +111.8% | +43.7% | +68.1% | +60.4% |
| All | +125.1% | +79.4% | +45.7% | +82.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling