+46.8%
ORCL vs HOOD
+119.3%
-72.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.0% | +0.2% | +2.6% |
| 7D | +0.5% | -0.6% | +1.1% | +0.6% |
| 30D | -15.3% | -23.6% | +8.3% | -11.0% |
| 3M | -18.2% | -10.7% | -7.5% | -16.8% |
| 6M | -38.4% | +8.2% | -46.6% | -39.6% |
| YTD | -37.7% | -26.3% | -11.4% | -35.6% |
| 1Y | -49.3% | -36.1% | -13.2% | -46.5% |
| 3Y | +10.6% | +950.7% | -940.1% | -13.8% |
| 5Y | +35.5% | +127.0% | -91.5% | +8.6% |
| All | +46.8% | +119.3% | -72.5% | +17.2% |
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