+225.5%
HOOD vs ZBRA
-37.2%
+262.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.5% |
| 7D | -9.1% | -3.8% | -5.4% | -7.0% |
| 30D | +20.1% | -10.2% | +30.3% | +28.3% |
| 3M | +31.2% | +58.7% | -27.5% | -5.5% |
| 6M | +44.3% | +61.9% | -17.6% | 0.0% |
| YTD | +0.2% | +41.7% | -41.5% | -25.3% |
| 1Y | -3.5% | +12.4% | -15.9% | -15.7% |
| 3Y | +955.2% | +34.2% | +921.0% | +680.3% |
| 5Y | +175.3% | -40.8% | +216.0% | +273.9% |
| All | +225.5% | -37.2% | +262.7% | +320.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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