+90.6%
MSFT vs HOOD
+114.1%
-23.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.8% | +4.2% | +0.8% |
| 7D | -2.4% | +3.8% | -6.2% | -2.9% |
| 30D | -3.8% | -26.4% | +22.6% | -0.2% |
| 3M | +6.4% | -14.3% | +20.7% | +7.7% |
| 6M | +28.8% | +3.9% | +24.8% | +26.5% |
| YTD | +8.8% | -28.1% | +36.9% | +10.7% |
| 1Y | +3.2% | -38.8% | +42.0% | +6.5% |
| 3Y | +44.8% | +888.5% | -843.7% | +4.7% |
| 5Y | +61.8% | +131.0% | -69.2% | +17.2% |
| All | +90.6% | +114.1% | -23.5% | +38.7% |
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