+979.5%
MU vs HOOD
+122.6%
+857.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +4.0% | +7.9% | +10.8% |
| 7D | +2.0% | -3.2% | +5.3% | +3.5% |
| 30D | -18.0% | -22.6% | +4.6% | -11.9% |
| 3M | -6.6% | -10.4% | +3.8% | -4.4% |
| 6M | +2.0% | +4.7% | -2.7% | -0.9% |
| YTD | +184.5% | -25.2% | +209.7% | +195.6% |
| 1Y | +236.9% | -35.9% | +272.8% | +263.6% |
| 3Y | +987.0% | +927.7% | +59.3% | +487.3% |
| 5Y | +1,014.6% | +147.5% | +867.1% | +563.5% |
| All | +979.5% | +122.6% | +857.0% | +536.0% |
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 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