+567.1%
HOOD vs USAR
-13.4%
+580.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +6.5% | -3.5% | +2.2% |
| 7D | -0.6% | -1.1% | +0.5% | -0.5% |
| 30D | -23.6% | -30.3% | +6.7% | -20.6% |
| 3M | -10.7% | -54.7% | +44.0% | -3.0% |
| 6M | +8.2% | -67.5% | +75.7% | +20.2% |
| YTD | -26.3% | -26.4% | +0.1% | -22.7% |
| 1Y | -36.1% | -49.5% | +13.5% | -32.0% |
| 3Y | +950.7% | -14.5% | +965.1% | +838.4% |
| All | +567.1% | -13.4% | +580.5% | +457.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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