+231.1%
HOOD vs HBM
+299.6%
-68.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.1% | -1.5% |
| 7D | +7.7% | +5.5% | +2.2% | +5.3% |
| 30D | +22.0% | +3.3% | +18.7% | +20.4% |
| 3M | +37.6% | +12.7% | +25.0% | +29.7% |
| 6M | +45.3% | +28.2% | +17.1% | +28.3% |
| YTD | +1.9% | +45.3% | -43.4% | -15.8% |
| 1Y | -2.7% | +121.7% | -124.4% | -32.2% |
| 3Y | +973.4% | +523.5% | +449.8% | +400.7% |
| 5Y | +179.3% | +393.9% | -214.6% | +36.7% |
| All | +231.1% | +299.6% | -68.5% | +70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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