+132.4%
HOOD vs ADM
+36.7%
+95.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.7% | +3.9% | +3.2% |
| 7D | -4.8% | -9.0% | +4.2% | -4.5% |
| 30D | -26.1% | -14.0% | -12.1% | -25.8% |
| 3M | -10.8% | -9.2% | -1.6% | -10.7% |
| 6M | +2.4% | -9.2% | +11.5% | +2.3% |
| YTD | -28.5% | +24.2% | -52.7% | -30.5% |
| 1Y | -36.3% | +27.0% | -63.3% | -38.4% |
| 3Y | +743.7% | +6.6% | +737.1% | +710.3% |
| 5Y | +118.6% | +25.0% | +93.6% | +114.5% |
| All | +132.4% | +36.7% | +95.6% | +141.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling