+122.7%
HOOD vs IBM
+148.7%
-26.0%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.0% | -5.3% | -4.8% |
| 7D | -3.8% | +1.6% | -5.3% | -4.4% |
| 30D | -23.0% | +9.2% | -32.2% | -26.0% |
| 3M | -21.6% | +4.9% | -26.6% | -23.4% |
| 6M | +1.4% | +16.8% | -15.3% | -13.4% |
| YTD | -31.2% | -14.3% | -16.9% | -29.4% |
| 1Y | -35.9% | -16.7% | -19.2% | -33.1% |
| 3Y | +836.9% | +82.2% | +754.7% | +541.9% |
| All | +122.7% | +148.7% | -26.0% | +29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling