+125.1%
HOOD vs VST
+534.5%
-409.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -6.2% | -4.2% | -7.8% |
| 7D | -14.4% | -19.9% | +5.5% | -6.7% |
| 30D | -30.0% | -29.7% | -0.3% | -19.5% |
| 3M | -15.5% | -19.6% | +4.0% | -8.8% |
| 6M | +1.8% | -29.4% | +31.2% | +14.8% |
| YTD | -30.7% | -29.7% | -1.0% | -22.7% |
| 1Y | -45.0% | -40.0% | -4.9% | -34.3% |
| 3Y | +709.0% | +231.0% | +478.0% | +320.4% |
| 5Y | +111.8% | +500.1% | -388.3% | -19.0% |
| All | +125.1% | +534.5% | -409.4% | -5.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling