+82.1%
MSFT vs HOOD
+221.3%
-139.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.8% |
| 7D | -2.7% | +17.1% | -19.8% | -4.7% |
| 30D | +2.7% | +31.6% | -28.9% | -1.1% |
| 3M | +17.0% | +38.2% | -21.3% | +11.4% |
| 6M | +23.8% | +48.5% | -24.7% | +16.2% |
| YTD | +4.0% | +8.0% | -4.0% | +0.9% |
| 1Y | -0.8% | +18.7% | -19.5% | -5.8% |
| 3Y | +55.6% | +999.1% | -943.5% | +10.6% |
| 5Y | +72.9% | +181.7% | -108.8% | +19.2% |
| All | +82.1% | +221.3% | -139.3% | +26.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling