+250.7%
HOOD vs WY
-17.2%
+267.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.6% |
| 7D | +17.1% | -1.7% | +18.8% | +18.3% |
| 30D | +31.6% | -10.1% | +41.7% | +40.7% |
| 3M | +38.2% | -5.1% | +43.4% | +40.5% |
| 6M | +48.5% | -4.8% | +53.3% | +50.3% |
| YTD | +8.0% | -0.2% | +8.2% | +4.3% |
| 1Y | +18.7% | -6.6% | +25.3% | +19.4% |
| 3Y | +999.1% | -22.7% | +1,021.8% | +1,165.0% |
| 5Y | +181.7% | -22.2% | +203.9% | +228.3% |
| All | +250.7% | -17.2% | +267.9% | +373.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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