+53.6%
ORCL vs HOOD
+104.9%
-51.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.3% | +2.9% | -0.6% |
| 7D | +8.0% | -3.8% | +11.7% | +8.8% |
| 30D | -4.0% | -23.0% | +19.0% | +0.7% |
| 3M | -19.5% | -21.6% | +2.2% | -16.1% |
| 6M | -33.5% | +1.4% | -34.9% | -33.9% |
| YTD | -34.8% | -31.2% | -3.7% | -31.8% |
| 1Y | -41.6% | -35.9% | -5.7% | -38.2% |
| 3Y | +13.8% | +836.9% | -823.2% | -9.9% |
| 5Y | +43.4% | +121.1% | -77.7% | +16.3% |
| All | +53.6% | +104.9% | -51.3% | +24.2% |
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