+875.6%
MU vs HOOD
+119.3%
+756.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.0% | +3.3% | +5.4% |
| 7D | -12.0% | -0.6% | -11.4% | -11.5% |
| 30D | -28.7% | -23.6% | -5.2% | -23.2% |
| 3M | -16.4% | -10.7% | -5.8% | -14.5% |
| 6M | -1.8% | +8.2% | -10.0% | -5.4% |
| YTD | +157.1% | -26.3% | +183.4% | +168.0% |
| 1Y | +208.5% | -36.1% | +244.6% | +233.3% |
| 3Y | +906.2% | +950.7% | -44.5% | +441.3% |
| 5Y | +893.4% | +127.0% | +766.4% | +496.7% |
| All | +875.6% | +119.3% | +756.3% | +476.6% |
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