+250.7%
HOOD vs VMC
+48.8%
+201.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.9% |
| 7D | +17.1% | -4.3% | +21.4% | +21.4% |
| 30D | +31.6% | -8.2% | +39.8% | +41.4% |
| 3M | +38.2% | -7.0% | +45.3% | +44.1% |
| 6M | +48.5% | -10.8% | +59.3% | +59.7% |
| YTD | +8.0% | -7.4% | +15.4% | +10.1% |
| 1Y | +18.7% | -9.5% | +28.1% | +23.5% |
| 3Y | +999.1% | +20.5% | +978.6% | +767.3% |
| 5Y | +181.7% | +51.6% | +130.1% | +83.0% |
| All | +250.7% | +48.8% | +201.9% | +132.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling