-12.4%
NOW vs HOOD
+119.3%
-131.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.0% | -2.2% | +0.1% |
| 7D | -3.1% | -0.6% | -2.4% | -3.0% |
| 30D | -27.0% | -23.6% | -3.5% | -22.8% |
| 3M | -17.7% | -10.7% | -7.0% | -16.6% |
| 6M | +12.7% | +8.2% | +4.5% | +8.5% |
| YTD | -32.9% | -26.3% | -6.6% | -30.8% |
| 1Y | -40.4% | -36.1% | -4.3% | -37.0% |
| 3Y | -17.1% | +950.7% | -967.8% | -56.7% |
| 5Y | -25.7% | +127.0% | -152.7% | -57.2% |
| All | -12.4% | +119.3% | -131.6% | -49.6% |
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