+237.0%
HOOD vs ALM
+1,031.5%
-794.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +8.8% | -12.7% | -5.2% |
| 7D | +13.4% | +8.4% | +4.9% | +11.9% |
| 30D | +25.8% | +34.8% | -9.1% | +20.0% |
| 3M | +38.0% | +16.2% | +21.8% | +33.6% |
| 6M | +52.2% | +2.1% | +50.1% | +48.5% |
| YTD | +3.7% | +117.0% | -113.3% | -8.1% |
| 1Y | +0.1% | +313.9% | -313.8% | -18.5% |
| 3Y | +992.6% | +2,327.9% | -1,335.4% | +644.5% |
| 5Y | +193.0% | +1,040.6% | -847.7% | +101.7% |
| All | +237.0% | +1,031.5% | -794.5% | +125.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ALM 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling