+223.3%
HOOD vs SCHG
+89.6%
+133.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -2.2% |
| 7D | -7.8% | -1.0% | -6.8% | -6.1% |
| 30D | +18.6% | -1.3% | +19.9% | +22.1% |
| 3M | +22.1% | +5.4% | +16.6% | +12.3% |
| 6M | +43.1% | +14.4% | +28.6% | +16.2% |
| YTD | -0.5% | +8.0% | -8.5% | -9.6% |
| 1Y | -4.4% | +12.7% | -17.1% | -17.5% |
| 3Y | +938.5% | +85.6% | +852.9% | +358.2% |
| 5Y | +173.4% | +85.5% | +87.9% | +30.8% |
| All | +223.3% | +89.6% | +133.7% | +61.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling