+139.3%
HOOD vs ALM
+419.3%
-280.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +8.1% | -5.1% | +1.7% |
| 7D | -0.6% | +0.7% | -1.4% | -0.7% |
| 30D | -23.6% | -26.1% | +2.5% | -19.9% |
| 3M | -10.7% | -38.1% | +27.4% | -4.3% |
| 6M | +8.2% | -55.4% | +63.6% | +20.0% |
| YTD | -26.3% | -0.4% | -25.9% | -26.7% |
| 1Y | -36.1% | +25.4% | -61.4% | -38.3% |
| 3Y | +950.7% | +907.8% | +42.9% | +714.3% |
| 5Y | +127.0% | +440.2% | -313.1% | +74.2% |
| All | +139.3% | +419.3% | -280.0% | +79.9% |
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