-12.4%
NOW vs HOOD
+122.6%
-135.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.0% | -0.8% | +2.3% |
| 7D | -5.6% | -3.2% | -2.3% | -4.9% |
| 30D | -26.8% | -22.6% | -4.2% | -22.7% |
| 3M | -19.4% | -10.4% | -9.0% | -18.4% |
| 6M | +12.3% | +4.7% | +7.6% | +8.9% |
| YTD | -32.9% | -25.2% | -7.7% | -31.0% |
| 1Y | -40.3% | -35.9% | -4.4% | -37.0% |
| 3Y | -19.1% | +927.7% | -946.8% | -57.5% |
| 5Y | -24.4% | +147.5% | -171.9% | -56.6% |
| All | -12.4% | +122.6% | -135.0% | -49.8% |
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