+42.3%
ORCL vs HOOD
+112.9%
-70.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.4% | +0.2% |
| 7D | -11.2% | -4.8% | -6.3% | -10.3% |
| 30D | -18.8% | -26.1% | +7.3% | -14.2% |
| 3M | -18.8% | -10.8% | -8.0% | -17.3% |
| 6M | -39.7% | +2.4% | -42.1% | -40.3% |
| YTD | -39.6% | -28.5% | -11.2% | -37.3% |
| 1Y | -51.7% | -36.3% | -15.4% | -49.0% |
| 3Y | +10.2% | +743.7% | -733.5% | -12.5% |
| 5Y | +30.8% | +118.6% | -87.8% | +5.5% |
| All | +42.3% | +112.9% | -70.7% | +14.2% |
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