-36.1%
HOOD vs M
+36.6%
-72.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.6% | -5.6% | +0.3% |
| 7D | -4.4% | +8.3% | -12.7% | -6.1% |
| 30D | -23.4% | +14.2% | -37.6% | -25.6% |
| 3M | -6.5% | -1.1% | -5.4% | -6.7% |
| 6M | +14.2% | +36.6% | -22.4% | +6.2% |
| YTD | -22.7% | +19.8% | -42.5% | -27.2% |
| 1Y | -36.1% | +37.2% | -73.3% | -46.2% |
| All | -36.1% | +36.6% | -72.7% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling