+65.5%
HOOD vs VG
-46.6%
+112.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.5% | -1.5% | +3.3% |
| 7D | -3.2% | +5.5% | -8.7% | -3.9% |
| 30D | -22.6% | -3.6% | -19.0% | -22.4% |
| 3M | -10.4% | -4.0% | -6.4% | -10.7% |
| 6M | +4.7% | +9.4% | -4.7% | 0.0% |
| YTD | -25.2% | +86.6% | -111.8% | -42.7% |
| 1Y | -35.9% | +69.5% | -105.4% | -49.5% |
| All | +65.5% | -46.6% | +112.1% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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