+98.7%
MSFT vs HOOD
+119.3%
-20.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.0% | -0.2% | +2.4% |
| 7D | +7.5% | -0.6% | +8.1% | +7.6% |
| 30D | +1.9% | -23.6% | +25.5% | +5.2% |
| 3M | +9.2% | -10.7% | +19.9% | +10.1% |
| 6M | +31.9% | +8.2% | +23.7% | +28.9% |
| YTD | +13.4% | -26.3% | +39.8% | +15.0% |
| 1Y | +10.6% | -36.1% | +46.7% | +13.7% |
| 3Y | +54.7% | +950.7% | -896.0% | +11.2% |
| 5Y | +69.1% | +127.0% | -57.9% | +22.1% |
| All | +98.7% | +119.3% | -20.6% | +44.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling