+250.7%
HOOD vs IBM
+111.4%
+139.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | +17.1% | -0.3% | +17.4% | +17.4% |
| 30D | +31.6% | +0.3% | +31.3% | +31.7% |
| 3M | +38.2% | -21.6% | +59.8% | +50.7% |
| 6M | +48.5% | -4.7% | +53.2% | +42.9% |
| YTD | +8.0% | -19.1% | +27.1% | +13.9% |
| 1Y | +18.7% | -2.5% | +21.2% | +11.9% |
| 3Y | +999.1% | +74.2% | +924.9% | +683.3% |
| 5Y | +181.7% | +113.1% | +68.5% | +83.0% |
| All | +250.7% | +111.4% | +139.3% | +128.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling