+91.4%
ORCL vs HOOD
+181.8%
-90.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.1% | +5.2% | +3.5% |
| 7D | +5.3% | +17.1% | -11.9% | +1.7% |
| 30D | +10.0% | +31.6% | -21.6% | +3.5% |
| 3M | -32.6% | +38.2% | -70.8% | -37.4% |
| 6M | +4.9% | +48.5% | -43.6% | -4.5% |
| YTD | -17.8% | +8.0% | -25.7% | -21.1% |
| 1Y | -28.0% | +18.7% | -46.6% | -32.3% |
| 3Y | +36.0% | +999.1% | -963.1% | -5.9% |
| All | +91.4% | +181.8% | -90.4% | +38.7% |
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