+64.1%
MSFT vs HOOD
+118.3%
-54.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.2% | -4.2% | -1.5% |
| 7D | +1.7% | -4.8% | +6.5% | +2.4% |
| 30D | +0.2% | -26.1% | +26.3% | +4.7% |
| 3M | +6.4% | -10.8% | +17.2% | +7.3% |
| 6M | +28.7% | +2.4% | +26.3% | +25.9% |
| YTD | +10.4% | -28.5% | +38.9% | +12.9% |
| 1Y | +7.6% | -36.3% | +44.0% | +11.4% |
| 3Y | +52.3% | +743.7% | -691.4% | -2.8% |
| All | +64.1% | +118.3% | -54.3% | +19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling