+250.7%
HOOD vs M
+65.4%
+185.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.6% | -4.7% | -2.9% |
| 7D | +17.1% | +4.7% | +12.4% | +15.4% |
| 30D | +31.6% | -9.6% | +41.2% | +35.8% |
| 3M | +38.2% | +0.9% | +37.4% | +36.9% |
| 6M | +48.5% | +22.3% | +26.3% | +37.7% |
| YTD | +8.0% | +6.5% | +1.4% | +3.8% |
| 1Y | +18.7% | +38.8% | -20.1% | +3.7% |
| 3Y | +999.1% | +115.9% | +883.2% | +670.0% |
| 5Y | +181.7% | +28.6% | +153.1% | +164.4% |
| All | +250.7% | +65.4% | +185.3% | +339.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling