+132.4%
HOOD vs ACM
+10.5%
+121.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.2% |
| 7D | -4.8% | +5.4% | -10.2% | -8.0% |
| 30D | -26.1% | +15.1% | -41.2% | -32.7% |
| 3M | -10.8% | -10.5% | -0.3% | -5.3% |
| 6M | +2.4% | -19.7% | +22.1% | +15.9% |
| YTD | -28.5% | -28.8% | +0.4% | -11.3% |
| 1Y | -36.3% | -47.9% | +11.5% | +1.0% |
| 3Y | +743.7% | -12.4% | +756.1% | +792.9% |
| 5Y | +118.6% | +0.6% | +118.1% | +113.7% |
| All | +132.4% | +10.5% | +121.9% | +157.6% |
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