+250.7%
HOOD vs ACM
+9.7%
+241.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.8% |
| 7D | +17.1% | -3.7% | +20.9% | +20.1% |
| 30D | +31.6% | -11.1% | +42.7% | +40.6% |
| 3M | +38.2% | -8.0% | +46.2% | +42.6% |
| 6M | +48.5% | -29.7% | +78.2% | +87.3% |
| YTD | +8.0% | -29.4% | +37.3% | +34.8% |
| 1Y | +18.7% | -46.4% | +65.1% | +84.3% |
| 3Y | +999.1% | -22.3% | +1,021.4% | +1,170.5% |
| 5Y | +181.7% | +4.5% | +177.2% | +164.5% |
| All | +250.7% | +9.7% | +241.0% | +291.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling