+133.6%
HOOD vs VSH
+40.5%
+93.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.6% | +0.8% | -1.7% |
| 7D | +3.8% | +26.2% | -22.4% | -7.3% |
| 30D | -26.4% | -12.5% | -13.9% | -22.5% |
| 3M | -14.3% | -16.9% | +2.6% | -9.0% |
| 6M | +3.9% | -17.0% | +20.9% | -2.0% |
| YTD | -28.1% | +93.8% | -121.9% | -61.6% |
| 1Y | -38.8% | +99.3% | -138.2% | -67.9% |
| 3Y | +888.5% | +35.0% | +853.5% | +526.9% |
| 5Y | +131.0% | +45.8% | +85.2% | +27.5% |
| All | +133.6% | +40.5% | +93.1% | +29.1% |
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