+175.3%
HOOD vs SCHW
+57.2%
+118.0%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -2.2% |
| 7D | -9.1% | -2.8% | -6.4% | -7.3% |
| 30D | +20.1% | -0.1% | +20.1% | +20.2% |
| 3M | +31.2% | +20.6% | +10.6% | +14.8% |
| 6M | +44.3% | +15.9% | +28.4% | +28.9% |
| YTD | +0.2% | +8.5% | -8.3% | -6.0% |
| 1Y | -3.5% | +17.8% | -21.4% | -14.2% |
| 3Y | +955.2% | +88.5% | +866.7% | +620.8% |
| 5Y | +175.3% | +60.6% | +114.6% | +100.2% |
| All | +175.3% | +57.2% | +118.0% | +100.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling