+225.5%
HOOD vs GM
+57.6%
+167.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.5% | -3.4% |
| 7D | -9.1% | -1.1% | -8.1% | -8.6% |
| 30D | +20.1% | -3.4% | +23.5% | +22.8% |
| 3M | +31.2% | +8.7% | +22.5% | +24.1% |
| 6M | +44.3% | +15.4% | +28.9% | +31.4% |
| YTD | +0.2% | +6.6% | -6.4% | -4.8% |
| 1Y | -3.5% | +51.5% | -55.0% | -27.6% |
| 3Y | +955.2% | +169.3% | +785.9% | +438.6% |
| 5Y | +175.3% | +81.6% | +93.7% | +93.9% |
| All | +225.5% | +57.6% | +167.8% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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