+132.4%
HOOD vs STT
+123.0%
+9.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.0% | +3.0% |
| 7D | -4.8% | -2.5% | -2.3% | -2.4% |
| 30D | -26.1% | -5.0% | -21.2% | -22.3% |
| 3M | -10.8% | -10.5% | -0.3% | -1.1% |
| 6M | +2.4% | +10.0% | -7.7% | -5.6% |
| YTD | -28.5% | +30.7% | -59.1% | -43.1% |
| 1Y | -36.3% | +43.8% | -80.1% | -53.2% |
| 3Y | +743.7% | +168.1% | +575.6% | +297.4% |
| 5Y | +118.6% | +101.4% | +17.2% | +20.5% |
| All | +132.4% | +123.0% | +9.4% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling