+133.6%
HOOD vs ADM
+38.7%
+95.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.1% | -3.9% | -3.8% |
| 7D | +3.8% | +0.7% | +3.1% | +3.7% |
| 30D | -26.4% | -14.7% | -11.7% | -26.0% |
| 3M | -14.3% | -10.4% | -3.9% | -14.1% |
| 6M | +3.9% | -10.9% | +14.9% | +4.1% |
| YTD | -28.1% | +26.0% | -54.1% | -30.2% |
| 1Y | -38.8% | +26.5% | -65.3% | -40.7% |
| 3Y | +888.5% | +8.2% | +880.2% | +848.7% |
| 5Y | +131.0% | +24.0% | +107.1% | +125.9% |
| All | +133.6% | +38.7% | +95.0% | +142.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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