+193.0%
HOOD vs ROST
+111.1%
+81.9%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.5% | -3.6% |
| 7D | +13.4% | +0.2% | +13.1% | +13.3% |
| 30D | +25.8% | -10.0% | +35.8% | +35.0% |
| 3M | +38.0% | +1.2% | +36.8% | +35.4% |
| 6M | +52.2% | +8.9% | +43.3% | +40.1% |
| YTD | +3.7% | +28.1% | -24.3% | -15.3% |
| 1Y | +0.1% | +53.0% | -52.9% | -28.7% |
| 3Y | +992.6% | +97.9% | +894.7% | +542.3% |
| 5Y | +193.0% | +112.0% | +81.0% | +55.1% |
| All | +193.0% | +111.1% | +81.9% | +55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling