+123.6%
HOOD vs JPM
+157.5%
-33.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.0% | -5.3% | -5.3% |
| 7D | -3.8% | +3.5% | -7.3% | -7.0% |
| 30D | -23.0% | +3.3% | -26.2% | -25.3% |
| 3M | -21.6% | -4.2% | -17.5% | -18.4% |
| 6M | +1.4% | +16.4% | -15.0% | -13.9% |
| YTD | -31.2% | +9.5% | -40.7% | -37.7% |
| 1Y | -35.9% | +14.0% | -49.9% | -44.6% |
| 3Y | +836.9% | +153.1% | +683.9% | +322.2% |
| 5Y | +121.1% | +134.9% | -13.7% | -2.0% |
| All | +123.6% | +157.5% | -33.9% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JPM.
Daily Out/Under-Performance
Portfolio return minus JPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JPM 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 JPM 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