+133.6%
HOOD vs ALM
+351.5%
-217.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -6.5% | +2.7% | -2.8% |
| 7D | +3.8% | -4.0% | +7.8% | +4.4% |
| 30D | -26.4% | -30.5% | +4.1% | -22.0% |
| 3M | -14.3% | -46.9% | +32.6% | -5.9% |
| 6M | +3.9% | -65.5% | +69.4% | +19.9% |
| YTD | -28.1% | -13.4% | -14.7% | -26.9% |
| 1Y | -38.8% | +9.8% | -48.6% | -39.7% |
| 3Y | +888.5% | +783.1% | +105.4% | +683.0% |
| 5Y | +131.0% | +378.3% | -247.3% | +81.4% |
| All | +133.6% | +351.5% | -217.9% | +79.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling