+133.6%
HOOD vs VMC
+63.1%
+70.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -1.8% |
| 7D | -5.1% | +1.1% | -6.2% | -5.8% |
| 30D | -25.4% | +17.7% | -43.1% | -35.3% |
| 3M | -14.0% | +1.1% | -15.0% | -15.3% |
| 6M | +5.6% | +1.8% | +3.7% | +1.4% |
| YTD | -28.1% | +1.5% | -29.6% | -32.5% |
| 1Y | -40.1% | -1.1% | -39.0% | -42.3% |
| 3Y | +888.2% | +38.8% | +849.4% | +586.5% |
| 5Y | +135.8% | +49.6% | +86.3% | +46.4% |
| All | +133.6% | +63.1% | +70.5% | +42.4% |
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