+139.3%
HOOD vs VSH
+33.6%
+105.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +13.4% | -10.5% | -3.2% |
| 7D | -0.6% | +3.5% | -4.1% | -2.8% |
| 30D | -23.6% | -22.4% | -1.2% | -15.0% |
| 3M | -10.7% | -25.2% | +14.5% | -0.5% |
| 6M | +8.2% | -22.5% | +30.7% | +5.7% |
| YTD | -26.3% | +84.2% | -110.5% | -59.7% |
| 1Y | -36.1% | +87.1% | -123.2% | -65.3% |
| 3Y | +950.7% | +31.7% | +919.0% | +569.8% |
| 5Y | +127.0% | +42.6% | +84.5% | +27.1% |
| All | +139.3% | +33.6% | +105.7% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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