+836.9%
HOOD vs VICR
+336.6%
+500.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.4% | -0.9% | -3.4% |
| 7D | -3.8% | +8.3% | -12.1% | -5.9% |
| 30D | -23.0% | -35.2% | +12.2% | -14.8% |
| 3M | -21.6% | -29.8% | +8.2% | -16.8% |
| 6M | +1.4% | -48.6% | +50.0% | +12.2% |
| YTD | -31.2% | +45.1% | -76.3% | -49.8% |
| 1Y | -35.9% | +79.6% | -115.5% | -56.8% |
| 3Y | +836.9% | +335.4% | +501.5% | +304.3% |
| All | +836.9% | +336.6% | +500.4% | +304.3% |
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