+132.4%
HOOD vs ADP
+63.8%
+68.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.2% | +4.4% | +3.9% |
| 7D | -4.8% | +3.2% | -8.0% | -6.6% |
| 30D | -26.1% | +14.9% | -41.0% | -32.4% |
| 3M | -10.8% | +11.6% | -22.4% | -16.9% |
| 6M | +2.4% | +48.5% | -46.1% | -22.2% |
| YTD | -28.5% | +20.6% | -49.0% | -37.1% |
| 1Y | -36.3% | +23.7% | -60.0% | -45.5% |
| 3Y | +743.7% | +47.8% | +695.9% | +554.6% |
| 5Y | +118.6% | +47.7% | +70.9% | +57.4% |
| All | +132.4% | +63.8% | +68.6% | +82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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