-38.8%
HOOD vs ALM
+7.9%
-46.7%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -6.5% | +2.7% | -1.9% |
| 7D | +3.8% | -4.0% | +7.8% | +5.0% |
| 30D | -26.4% | -30.5% | +4.1% | -18.1% |
| 3M | -14.3% | -46.9% | +32.6% | +1.6% |
| 6M | +3.9% | -65.5% | +69.4% | +36.6% |
| YTD | -28.1% | -13.4% | -14.7% | -33.8% |
| 1Y | -38.8% | +9.8% | -48.6% | -49.4% |
| All | -38.8% | +7.9% | -46.7% | -49.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling