+133.6%
HOOD vs M
+81.5%
+52.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.6% |
| 7D | -5.1% | +5.0% | -10.1% | -6.6% |
| 30D | -25.4% | +10.6% | -36.0% | -27.9% |
| 3M | -14.0% | +1.6% | -15.5% | -14.7% |
| 6M | +5.6% | +30.8% | -25.3% | -4.4% |
| YTD | -28.1% | +16.9% | -45.0% | -33.1% |
| 1Y | -40.1% | +26.3% | -66.4% | -46.0% |
| 3Y | +888.2% | +158.6% | +729.6% | +548.3% |
| 5Y | +135.8% | +2.1% | +133.7% | +90.0% |
| All | +133.6% | +81.5% | +52.0% | +183.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling