+125.1%
HOOD vs ALLY
-10.1%
+135.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -1.3% | -9.0% | -9.3% |
| 7D | -14.4% | -1.1% | -13.3% | -13.6% |
| 30D | -30.0% | +4.2% | -34.2% | -32.0% |
| 3M | -15.5% | -12.4% | -3.1% | -6.8% |
| 6M | +1.8% | -8.7% | +10.4% | +8.7% |
| YTD | -30.7% | -11.6% | -19.0% | -24.1% |
| 1Y | -45.0% | +0.2% | -45.1% | -44.7% |
| 3Y | +709.0% | +57.1% | +651.9% | +500.5% |
| 5Y | +111.8% | -6.8% | +118.7% | +118.1% |
| All | +125.1% | -10.1% | +135.2% | +141.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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