+83.1%
KO vs HOOD
+173.1%
-90.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.3% |
| 7D | -1.1% | -9.1% | +8.0% | -1.1% |
| 30D | +1.6% | +20.1% | -18.5% | +1.7% |
| 3M | +5.8% | +31.2% | -25.5% | +5.9% |
| 6M | +14.3% | +44.3% | -30.0% | +14.5% |
| YTD | +27.3% | +0.2% | +27.1% | +27.7% |
| 1Y | +33.2% | -3.5% | +36.7% | +33.5% |
| 3Y | +64.5% | +955.2% | -890.7% | +56.2% |
| 5Y | +83.1% | +175.3% | -92.2% | +67.5% |
| All | +83.1% | +173.1% | -90.0% | +67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HOOD.
Daily Out/Under-Performance
Portfolio return minus HOOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HOOD 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 5y: compounded portfolio wealth divided by compounded HOOD 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…
5y analysis · Full analysis span regression · 6 months rolling