+237.0%
HOOD vs VSH
+58.6%
+178.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.0% | -2.9% | -3.4% |
| 7D | +13.4% | +6.2% | +7.2% | +10.0% |
| 30D | +25.8% | -11.1% | +36.9% | +32.2% |
| 3M | +38.0% | -44.9% | +82.9% | +76.1% |
| 6M | +52.2% | +90.0% | -37.7% | -11.6% |
| YTD | +3.7% | +118.8% | -115.0% | -46.4% |
| 1Y | +0.1% | +109.0% | -108.9% | -46.8% |
| 3Y | +992.6% | +35.6% | +956.9% | +633.6% |
| 5Y | +193.0% | +66.7% | +126.3% | +55.4% |
| All | +237.0% | +58.6% | +178.4% | +80.1% |
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