+44.6%
ORCL vs HOOD
+114.0%
-69.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -1.1% |
| 7D | -6.5% | -5.1% | -1.4% | -5.6% |
| 30D | -16.6% | -25.4% | +8.8% | -11.9% |
| 3M | -21.6% | -14.0% | -7.6% | -19.7% |
| 6M | -39.4% | +5.6% | -44.9% | -40.2% |
| YTD | -38.7% | -28.1% | -10.6% | -36.3% |
| 1Y | -50.4% | -40.1% | -10.2% | -47.1% |
| 3Y | +8.1% | +888.2% | -880.1% | -15.2% |
| 5Y | +34.5% | +135.8% | -101.3% | +8.2% |
| All | +44.6% | +114.0% | -69.5% | +15.9% |
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