+139.3%
HOOD vs VST
+652.7%
-513.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +7.3% | -4.3% | 0.0% |
| 7D | -0.6% | -0.5% | -0.1% | -1.2% |
| 30D | -23.6% | -17.1% | -6.5% | -18.0% |
| 3M | -10.7% | -4.6% | -6.1% | -10.3% |
| 6M | +8.2% | -9.1% | +17.2% | +9.6% |
| YTD | -26.3% | -16.6% | -9.7% | -23.6% |
| 1Y | -36.1% | -29.5% | -6.6% | -28.9% |
| 3Y | +950.7% | +297.5% | +653.2% | +404.8% |
| 5Y | +127.0% | +654.5% | -527.5% | -20.9% |
| All | +139.3% | +652.7% | -513.4% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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