+180.0%
HOOD vs GM
+79.5%
+100.5%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -0.1% |
| 7D | +7.7% | -1.1% | +8.9% | +8.8% |
| 30D | +22.0% | -4.6% | +26.5% | +26.2% |
| 3M | +37.6% | +0.2% | +37.4% | +36.4% |
| 6M | +45.3% | +12.6% | +32.7% | +32.7% |
| YTD | +1.9% | +3.7% | -1.8% | -2.1% |
| 1Y | -2.7% | +45.6% | -48.4% | -28.2% |
| 3Y | +973.4% | +162.0% | +811.4% | +388.4% |
| All | +180.0% | +79.5% | +100.5% | +55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling