+225.5%
HOOD vs VICR
+60.0%
+165.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.5% | -0.7% |
| 7D | -9.1% | -0.4% | -8.7% | -9.2% |
| 30D | +20.1% | -15.6% | +35.6% | +25.1% |
| 3M | +31.2% | -35.4% | +66.6% | +43.6% |
| 6M | +44.3% | +1.3% | +43.0% | +28.7% |
| YTD | +0.2% | +62.5% | -62.3% | -25.7% |
| 1Y | -3.5% | +255.5% | -259.0% | -47.4% |
| 3Y | +955.2% | +182.0% | +773.2% | +472.2% |
| 5Y | +175.3% | +42.9% | +132.4% | +68.0% |
| All | +225.5% | +60.0% | +165.5% | +76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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