-49.4%
ORCL vs HOOD
-39.3%
-10.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -0.5% |
| 7D | -6.5% | -5.1% | -1.4% | -4.5% |
| 30D | -16.6% | -25.4% | +8.8% | -5.8% |
| 3M | -21.6% | -14.0% | -7.6% | -18.0% |
| 6M | -39.4% | +5.6% | -44.9% | -43.3% |
| YTD | -38.7% | -28.1% | -10.6% | -33.4% |
| All | -49.4% | -39.3% | -10.1% | -40.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling