+250.7%
HOOD vs VWO
+39.0%
+211.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -3.4% |
| 7D | +17.1% | +1.1% | +16.1% | +14.9% |
| 30D | +31.6% | +2.4% | +29.2% | +26.8% |
| 3M | +38.2% | +2.0% | +36.2% | +34.5% |
| 6M | +48.5% | +10.7% | +37.9% | +25.2% |
| YTD | +8.0% | +14.4% | -6.5% | -14.3% |
| 1Y | +18.7% | +22.7% | -4.1% | -15.7% |
| 3Y | +999.1% | +64.2% | +934.9% | +368.7% |
| 5Y | +181.7% | +35.8% | +145.9% | +98.1% |
| All | +250.7% | +39.0% | +211.7% | +125.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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