+52.3%
MSFT vs HOOD
+727.3%
-675.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.2% | -4.2% | -1.4% |
| 7D | +1.7% | -4.8% | +6.5% | +2.3% |
| 30D | +0.2% | -26.1% | +26.3% | +4.3% |
| 3M | +6.4% | -10.8% | +17.2% | +7.3% |
| 6M | +28.7% | +2.4% | +26.3% | +26.1% |
| YTD | +10.4% | -28.5% | +38.9% | +12.3% |
| 1Y | +7.6% | -36.3% | +44.0% | +10.6% |
| 3Y | +52.3% | +743.7% | -691.4% | +17.0% |
| All | +52.3% | +727.3% | -675.0% | +17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling