+231.1%
HOOD vs JPM
+162.5%
+68.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -2.1% |
| 7D | +7.7% | -0.4% | +8.2% | +8.5% |
| 30D | +22.0% | -1.4% | +23.4% | +23.6% |
| 3M | +37.6% | +13.9% | +23.7% | +19.9% |
| 6M | +45.3% | +23.5% | +21.8% | +16.0% |
| YTD | +1.9% | +11.6% | -9.7% | -9.4% |
| 1Y | -2.7% | +21.4% | -24.1% | -20.7% |
| 3Y | +973.4% | +163.4% | +809.9% | +367.2% |
| 5Y | +179.3% | +152.5% | +26.7% | +21.8% |
| All | +231.1% | +162.5% | +68.6% | +62.9% |
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