+42.7%
ORCL vs HOOD
+119.3%
-76.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.3% | +2.9% | -0.4% |
| 7D | +8.0% | -3.8% | +11.7% | +8.9% |
| 30D | -4.0% | -23.0% | +19.0% | +1.6% |
| 3M | -19.5% | -21.6% | +2.2% | -15.5% |
| 6M | -33.5% | +1.4% | -34.9% | -34.0% |
| YTD | -34.8% | -31.2% | -3.7% | -31.3% |
| 1Y | -41.6% | -35.9% | -5.7% | -37.6% |
| 3Y | +13.8% | +836.9% | -823.2% | -16.0% |
| All | +42.7% | +119.3% | -76.7% | -6.5% |
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