+1,037.0%
HOOD vs ROST
+97.0%
+940.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.8% |
| 7D | +17.1% | +0.9% | +16.2% | +16.5% |
| 30D | +31.6% | -8.9% | +40.5% | +39.6% |
| 3M | +38.2% | -0.8% | +39.1% | +37.7% |
| 6M | +48.5% | +8.5% | +40.1% | +36.6% |
| YTD | +8.0% | +28.6% | -20.6% | -13.5% |
| 1Y | +18.7% | +52.3% | -33.7% | -17.8% |
| All | +1,037.0% | +97.0% | +940.0% | +507.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling