+30.6%
ORCL vs HOOD
+118.3%
-87.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.4% | +0.1% |
| 7D | -11.2% | -4.8% | -6.3% | -10.2% |
| 30D | -18.8% | -26.1% | +7.3% | -13.3% |
| 3M | -18.8% | -10.8% | -8.0% | -17.1% |
| 6M | -39.7% | +2.4% | -42.1% | -40.5% |
| YTD | -39.6% | -28.5% | -11.2% | -36.9% |
| 1Y | -51.7% | -36.3% | -15.4% | -48.5% |
| 3Y | +10.2% | +743.7% | -733.5% | -18.2% |
| All | +30.6% | +118.3% | -87.8% | -0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling