+963.5%
HOOD vs GM
+160.9%
+802.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -0.3% |
| 7D | +7.7% | -1.1% | +8.9% | +8.7% |
| 30D | +22.0% | -4.6% | +26.5% | +25.6% |
| 3M | +37.6% | +0.2% | +37.4% | +36.6% |
| 6M | +45.3% | +12.6% | +32.7% | +34.3% |
| YTD | +1.9% | +3.7% | -1.8% | -1.5% |
| 1Y | -2.7% | +45.6% | -48.4% | -25.0% |
| All | +963.5% | +160.9% | +802.5% | +415.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling