+250.7%
HOOD vs HBM
+280.2%
-29.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.7% |
| 7D | +17.1% | -6.4% | +23.5% | +20.4% |
| 30D | +31.6% | +5.9% | +25.7% | +28.8% |
| 3M | +38.2% | -8.9% | +47.1% | +42.1% |
| 6M | +48.5% | +10.7% | +37.9% | +39.5% |
| YTD | +8.0% | +38.3% | -30.3% | -8.8% |
| 1Y | +18.7% | +121.3% | -102.7% | -16.9% |
| 3Y | +999.1% | +450.6% | +548.5% | +436.0% |
| 5Y | +181.7% | +338.0% | -156.3% | +42.9% |
| All | +250.7% | +280.2% | -29.5% | +84.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling