+231.1%
HOOD vs ROST
+96.5%
+134.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -0.6% |
| 7D | +7.7% | -2.2% | +10.0% | +9.4% |
| 30D | +22.0% | -11.4% | +33.4% | +31.7% |
| 3M | +37.6% | -1.6% | +39.2% | +37.8% |
| 6M | +45.3% | +6.8% | +38.5% | +36.2% |
| YTD | +1.9% | +25.8% | -23.9% | -14.6% |
| 1Y | -2.7% | +52.4% | -55.1% | -28.8% |
| 3Y | +973.4% | +94.4% | +879.0% | +567.1% |
| 5Y | +179.3% | +108.2% | +71.0% | +44.0% |
| All | +231.1% | +96.5% | +134.5% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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