+250.7%
HOOD vs TROW
-32.3%
+283.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.1% |
| 7D | +17.1% | -1.3% | +18.4% | +19.0% |
| 30D | +31.6% | -4.5% | +36.1% | +38.4% |
| 3M | +38.2% | +3.9% | +34.4% | +32.2% |
| 6M | +48.5% | +22.6% | +26.0% | +19.8% |
| YTD | +8.0% | +10.1% | -2.2% | -2.4% |
| 1Y | +18.7% | +3.6% | +15.1% | +14.3% |
| 3Y | +999.1% | +12.4% | +986.7% | +883.0% |
| 5Y | +181.7% | -37.5% | +219.2% | +370.4% |
| All | +250.7% | -32.3% | +283.0% | +529.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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