+139.3%
HOOD vs ACM
+16.2%
+123.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.2% | -2.2% | -0.4% |
| 7D | -0.6% | +6.9% | -7.5% | -4.8% |
| 30D | -23.6% | +19.1% | -42.6% | -31.9% |
| 3M | -10.7% | -6.9% | -3.7% | -7.6% |
| 6M | +8.2% | -12.0% | +20.2% | +14.6% |
| YTD | -26.3% | -25.1% | -1.2% | -11.7% |
| 1Y | -36.1% | -45.4% | +9.3% | -1.6% |
| 3Y | +950.7% | -6.9% | +957.6% | +967.5% |
| 5Y | +127.0% | +3.7% | +123.3% | +113.6% |
| All | +139.3% | +16.2% | +123.0% | +156.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling