+123.6%
HOOD vs VST
+647.6%
-524.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.1% | -3.2% | -3.8% |
| 7D | -3.8% | +6.6% | -10.3% | -6.3% |
| 30D | -23.0% | -12.4% | -10.6% | -19.2% |
| 3M | -21.6% | -9.0% | -12.6% | -19.7% |
| 6M | +1.4% | -6.4% | +7.9% | +1.5% |
| YTD | -31.2% | -17.2% | -14.0% | -28.3% |
| 1Y | -35.9% | -22.0% | -13.9% | -31.7% |
| 3Y | +836.9% | +296.7% | +540.3% | +350.6% |
| 5Y | +121.1% | +637.6% | -516.5% | -22.3% |
| All | +123.6% | +647.6% | -524.0% | -12.6% |
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