+982.5%
HOOD vs VICR
+202.1%
+780.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.5% | -6.4% | -4.6% |
| 7D | +13.4% | +9.8% | +3.5% | +10.3% |
| 30D | +25.8% | -12.6% | +38.4% | +29.2% |
| 3M | +38.0% | -29.7% | +67.7% | +46.2% |
| 6M | +52.2% | +18.8% | +33.4% | +28.5% |
| YTD | +3.7% | +76.4% | -72.6% | -25.3% |
| 1Y | +0.1% | +282.4% | -282.3% | -47.3% |
| All | +982.5% | +202.1% | +780.4% | +440.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling