+80.0%
MSFT vs HOOD
+208.8%
-128.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.8% | -0.7% |
| 7D | -1.4% | +13.4% | -14.8% | -3.0% |
| 30D | -1.0% | +25.8% | -26.8% | -4.1% |
| 3M | +20.2% | +38.0% | -17.8% | +14.5% |
| 6M | +21.3% | +52.2% | -30.9% | +13.5% |
| YTD | +2.8% | +3.7% | -1.0% | +0.2% |
| 1Y | 0.0% | +0.1% | -0.1% | -2.9% |
| 3Y | +51.2% | +992.6% | -941.3% | +7.7% |
| 5Y | +71.4% | +193.0% | -121.5% | +18.9% |
| All | +80.0% | +208.8% | -128.8% | +25.6% |
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