+142.9%
HOOD vs S
-52.8%
+195.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.5% | +2.5% | +3.3% |
| 7D | -3.2% | +1.2% | -4.5% | -3.6% |
| 30D | -22.6% | -7.3% | -15.2% | -20.2% |
| 3M | -10.4% | +5.9% | -16.3% | -14.6% |
| 6M | +4.7% | +45.6% | -40.9% | -15.1% |
| YTD | -25.2% | +58.5% | -83.7% | -42.5% |
| 1Y | -35.9% | +37.6% | -73.5% | -47.5% |
| 3Y | +927.7% | +51.7% | +876.0% | +695.9% |
| 5Y | +147.5% | -67.5% | +215.0% | +152.2% |
| All | +142.9% | -52.8% | +195.7% | +232.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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