+237.0%
HOOD vs Z
-70.7%
+307.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -6.4% | +2.5% | -0.6% |
| 7D | +13.4% | -3.3% | +16.6% | +15.5% |
| 30D | +25.8% | -3.7% | +29.5% | +27.8% |
| 3M | +38.0% | -7.0% | +45.0% | +40.7% |
| 6M | +52.2% | -29.5% | +81.7% | +78.6% |
| YTD | +3.7% | -52.6% | +56.3% | +48.8% |
| 1Y | +0.1% | -64.0% | +64.1% | +64.3% |
| 3Y | +992.6% | -36.4% | +1,029.0% | +1,154.2% |
| 5Y | +193.0% | -65.8% | +258.7% | +241.5% |
| All | +237.0% | -70.7% | +307.7% | +333.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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