+122.7%
HOOD vs ALM
+410.2%
-287.5%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +7.7% | -12.0% | -5.5% |
| 7D | -3.8% | +1.2% | -5.0% | -4.1% |
| 30D | -23.0% | -19.3% | -3.6% | -20.3% |
| 3M | -21.6% | -40.6% | +19.0% | -15.4% |
| 6M | +1.4% | -57.9% | +59.4% | +13.8% |
| YTD | -31.2% | -6.7% | -24.5% | -30.9% |
| 1Y | -35.9% | +20.2% | -56.1% | -37.8% |
| 3Y | +836.9% | +879.4% | -42.5% | +623.6% |
| All | +122.7% | +410.2% | -287.5% | +64.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling