+139.3%
HOOD vs IBM
+121.5%
+17.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.5% | +2.5% | +2.8% |
| 7D | -0.6% | -2.5% | +1.9% | +0.7% |
| 30D | -23.6% | +8.4% | -31.9% | -26.2% |
| 3M | -10.7% | +4.5% | -15.2% | -12.4% |
| 6M | +8.2% | +7.9% | +0.3% | -2.9% |
| YTD | -26.3% | -15.2% | -11.1% | -24.1% |
| 1Y | -36.1% | -17.6% | -18.5% | -32.9% |
| 3Y | +950.7% | +82.1% | +868.6% | +632.7% |
| 5Y | +127.0% | +143.3% | -16.3% | +42.4% |
| All | +139.3% | +121.5% | +17.8% | +52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBM.
Daily Out/Under-Performance
Portfolio return minus IBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBM 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 IBM 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