+237.0%
HOOD vs SCHW
+67.4%
+169.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.2% | -1.7% | -2.4% |
| 7D | +13.4% | -1.3% | +14.7% | +14.6% |
| 30D | +25.8% | -0.4% | +26.2% | +26.2% |
| 3M | +38.0% | +21.7% | +16.3% | +20.1% |
| 6M | +52.2% | +13.0% | +39.3% | +38.6% |
| YTD | +3.7% | +8.0% | -4.3% | -2.3% |
| 1Y | +0.1% | +15.8% | -15.8% | -9.9% |
| 3Y | +992.6% | +87.7% | +904.8% | +651.5% |
| 5Y | +193.0% | +59.7% | +133.3% | +119.8% |
| All | +237.0% | +67.4% | +169.5% | +171.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling