+225.5%
HOOD vs VMC
+42.0%
+183.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.9% |
| 7D | -9.1% | -3.7% | -5.4% | -6.2% |
| 30D | +20.1% | -12.8% | +32.8% | +34.7% |
| 3M | +31.2% | -7.9% | +39.2% | +38.3% |
| 6M | +44.3% | -7.5% | +51.8% | +49.4% |
| YTD | +0.2% | -11.6% | +11.8% | +6.4% |
| 1Y | -3.5% | -14.3% | +10.7% | +5.3% |
| 3Y | +955.2% | +18.5% | +936.7% | +741.7% |
| 5Y | +175.3% | +46.8% | +128.5% | +83.5% |
| All | +225.5% | +42.0% | +183.5% | +124.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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