+132.4%
HOOD vs ALM
+380.5%
-248.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.1% | +1.1% | +2.9% |
| 7D | -4.8% | -6.7% | +1.9% | -3.7% |
| 30D | -26.1% | -32.9% | +6.8% | -21.3% |
| 3M | -10.8% | -39.5% | +28.7% | -4.0% |
| 6M | +2.4% | -62.0% | +64.3% | +16.3% |
| YTD | -28.5% | -7.8% | -20.6% | -27.9% |
| 1Y | -36.3% | +26.7% | -63.0% | -38.4% |
| 3Y | +743.7% | +825.4% | -81.7% | +562.5% |
| 5Y | +118.6% | +401.2% | -282.6% | +69.9% |
| All | +132.4% | +380.5% | -248.2% | +76.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling