+120.5%
HOOD vs ROST
+105.7%
+14.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.8% | +5.0% | +4.4% |
| 7D | -4.8% | +1.2% | -6.0% | -5.5% |
| 30D | -26.1% | +2.5% | -28.6% | -27.6% |
| 3M | -10.8% | -9.0% | -1.8% | -5.3% |
| 6M | +2.4% | +1.3% | +1.0% | -1.3% |
| YTD | -28.5% | +29.1% | -57.5% | -42.2% |
| 1Y | -36.3% | +45.4% | -81.8% | -53.2% |
| 3Y | +743.7% | +94.9% | +648.8% | +396.9% |
| All | +120.5% | +105.7% | +14.8% | +13.1% |
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