+237.0%
HOOD vs ACM
+8.8%
+228.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.8% | -3.1% | -3.4% |
| 7D | +13.4% | -0.3% | +13.6% | +13.7% |
| 30D | +25.8% | -12.9% | +38.7% | +36.4% |
| 3M | +38.0% | -6.4% | +44.4% | +40.3% |
| 6M | +52.2% | -29.2% | +81.4% | +90.8% |
| YTD | +3.7% | -29.9% | +33.7% | +30.3% |
| 1Y | +0.1% | -47.3% | +47.3% | +57.3% |
| 3Y | +992.6% | -19.6% | +1,012.2% | +1,131.6% |
| 5Y | +193.0% | +5.5% | +187.5% | +189.2% |
| All | +237.0% | +8.8% | +228.2% | +278.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ACM 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling