+41.1%
ORCL vs HOOD
+106.3%
-65.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -10.3% | +3.4% | -5.0% |
| 7D | -17.5% | -14.4% | -3.1% | -15.0% |
| 30D | -20.2% | -30.0% | +9.9% | -14.7% |
| 3M | -19.9% | -15.5% | -4.4% | -17.7% |
| 6M | -37.4% | +1.8% | -39.2% | -37.9% |
| YTD | -40.1% | -30.7% | -9.4% | -37.4% |
| 1Y | -53.4% | -45.0% | -8.4% | -49.7% |
| 3Y | +10.4% | +709.0% | -698.6% | -11.8% |
| 5Y | +29.8% | +111.8% | -82.0% | +5.3% |
| All | +41.1% | +106.3% | -65.2% | +13.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling