+938.5%
HOOD vs SCHW
+86.6%
+851.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -7.8% | -1.9% | -5.9% | -6.1% |
| 30D | +18.6% | -1.6% | +20.2% | +20.5% |
| 3M | +22.1% | +21.3% | +0.8% | +1.2% |
| 6M | +43.1% | +16.5% | +26.6% | +21.7% |
| YTD | -0.5% | +8.4% | -8.9% | -9.0% |
| 1Y | -4.4% | +15.6% | -20.0% | -17.7% |
| 3Y | +938.5% | +86.8% | +851.6% | +525.9% |
| All | +938.5% | +86.6% | +851.8% | +525.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 3y: compounded portfolio wealth divided by compounded SCHW 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…
3y analysis · Full analysis span regression · 6 months rolling