+102.9%
KO vs HOOD
+119.3%
-16.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.3% | +6.1% | +1.8% |
| 7D | +3.7% | -3.8% | +7.5% | +3.7% |
| 30D | +8.1% | -23.0% | +31.1% | +8.0% |
| 3M | +14.2% | -21.6% | +35.9% | +14.1% |
| 6M | +25.2% | +1.4% | +23.8% | +25.1% |
| YTD | +44.7% | -31.2% | +75.9% | +44.9% |
| 1Y | +43.4% | -35.9% | +79.3% | +43.6% |
| 3Y | +90.1% | +836.9% | -746.9% | +77.8% |
| All | +102.9% | +119.3% | -16.4% | +86.3% |
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