+46.2%
MSFT vs HOOD
+854.2%
-807.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.5% | +0.8% |
| 7D | -1.3% | -3.8% | +2.5% | -0.8% |
| 30D | -1.8% | -23.0% | +21.1% | +1.7% |
| 3M | +5.6% | -21.6% | +27.3% | +8.5% |
| 6M | +29.8% | +1.4% | +28.4% | +27.3% |
| YTD | +9.0% | -31.2% | +40.2% | +11.5% |
| 1Y | +4.9% | -35.9% | +40.9% | +7.9% |
| 3Y | +46.2% | +836.9% | -790.7% | +13.3% |
| All | +46.2% | +854.2% | -807.9% | +13.3% |
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 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