-4.4%
HOOD vs SCHG
+13.0%
-17.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -3.0% |
| 7D | -7.8% | -1.0% | -6.8% | -5.2% |
| 30D | +18.6% | -1.3% | +19.9% | +23.7% |
| 3M | +22.1% | +5.4% | +16.6% | +7.2% |
| 6M | +43.1% | +14.4% | +28.6% | +3.1% |
| YTD | -0.5% | +8.0% | -8.5% | -15.3% |
| 1Y | -4.4% | +12.7% | -17.1% | -19.0% |
| All | -4.4% | +13.0% | -17.4% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 1y: compounded portfolio wealth divided by compounded SCHG 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…
1y analysis · Full analysis span regression · 6 months rolling