+122.7%
HOOD vs RSG
+99.6%
+23.2%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | -3.8% | +2.5% | -6.3% | -4.3% |
| 30D | -23.0% | +12.7% | -35.7% | -25.3% |
| 3M | -21.6% | +17.9% | -39.6% | -24.9% |
| 6M | +1.4% | +25.0% | -23.5% | -5.3% |
| YTD | -31.2% | +20.8% | -52.0% | -35.2% |
| 1Y | -35.9% | +24.3% | -60.2% | -40.7% |
| 3Y | +836.9% | +65.3% | +771.7% | +658.4% |
| All | +122.7% | +99.6% | +23.2% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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