+237.0%
HOOD vs ADM
+65.1%
+171.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.1% | -3.8% | -3.9% |
| 7D | +13.4% | -0.1% | +13.4% | +13.4% |
| 30D | +25.8% | +11.0% | +14.8% | +25.1% |
| 3M | +38.0% | +6.0% | +32.0% | +37.5% |
| 6M | +52.2% | +26.9% | +25.3% | +49.5% |
| YTD | +3.7% | +50.0% | -46.3% | +0.2% |
| 1Y | +0.1% | +39.6% | -39.5% | -2.7% |
| 3Y | +992.6% | +18.5% | +974.0% | +955.1% |
| 5Y | +193.0% | +62.6% | +130.4% | +197.6% |
| All | +237.0% | +65.1% | +171.9% | +248.6% |
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