-35.9%
HOOD vs M
+24.3%
-60.2%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.5% | -5.8% | -4.6% |
| 7D | -3.8% | +7.0% | -10.8% | -5.2% |
| 30D | -23.0% | +8.9% | -31.9% | -24.1% |
| 3M | -21.6% | +4.5% | -26.1% | -22.3% |
| 6M | +1.4% | +36.2% | -34.8% | -2.9% |
| YTD | -31.2% | +15.1% | -46.3% | -34.0% |
| 1Y | -35.9% | +27.4% | -63.4% | -38.7% |
| All | -35.9% | +24.3% | -60.2% | -38.7% |
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