+250.7%
HOOD vs VST
+737.8%
-487.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.5% | -5.6% | -3.6% |
| 7D | +17.1% | +8.9% | +8.2% | +13.0% |
| 30D | +31.6% | +6.2% | +25.4% | +28.2% |
| 3M | +38.2% | -2.7% | +41.0% | +38.6% |
| 6M | +48.5% | -8.4% | +56.9% | +51.8% |
| YTD | +8.0% | -7.2% | +15.2% | +8.7% |
| 1Y | +18.7% | -20.9% | +39.6% | +26.4% |
| 3Y | +999.1% | +384.0% | +615.1% | +389.5% |
| 5Y | +181.7% | +757.1% | -575.4% | +0.1% |
| All | +250.7% | +737.8% | -487.1% | +32.6% |
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