+132.4%
HOOD vs VST
+601.4%
-469.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +10.6% | -7.3% | -1.1% |
| 7D | -4.8% | -9.8% | +5.0% | -1.4% |
| 30D | -26.1% | -25.1% | -1.0% | -17.3% |
| 3M | -10.8% | -11.6% | +0.8% | -7.5% |
| 6M | +2.4% | -20.9% | +23.3% | +10.0% |
| YTD | -28.5% | -22.3% | -6.2% | -23.5% |
| 1Y | -36.3% | -32.0% | -4.3% | -28.1% |
| 3Y | +743.7% | +262.4% | +481.3% | +322.0% |
| 5Y | +118.6% | +563.4% | -444.7% | -20.0% |
| All | +132.4% | +601.4% | -469.1% | -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