+700.2%
HOOD vs ARM
+262.5%
+437.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +12.1% | -8.1% | -0.1% |
| 7D | -3.2% | +6.0% | -9.3% | -5.2% |
| 30D | -22.6% | -20.3% | -2.2% | -16.8% |
| 3M | -10.4% | -24.4% | +14.0% | -3.4% |
| 6M | +4.7% | -4.4% | +9.1% | -0.8% |
| YTD | -25.2% | +86.0% | -111.3% | -45.8% |
| 1Y | -35.9% | +35.8% | -71.7% | -47.9% |
| 3Y | +927.7% | +289.1% | +638.6% | +488.3% |
| All | +700.2% | +262.5% | +437.7% | +385.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 ARM 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