+132.4%
HOOD vs M
+67.1%
+65.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -4.6% | +7.8% | +4.7% |
| 7D | -4.8% | -4.3% | -0.5% | -3.5% |
| 30D | -26.1% | +1.3% | -27.4% | -26.5% |
| 3M | -10.8% | -7.4% | -3.4% | -8.9% |
| 6M | +2.4% | +18.3% | -16.0% | -4.2% |
| YTD | -28.5% | +7.6% | -36.0% | -31.6% |
| 1Y | -36.3% | +17.4% | -53.7% | -41.2% |
| 3Y | +743.7% | +108.4% | +635.3% | +497.8% |
| 5Y | +118.6% | -10.6% | +129.2% | +79.2% |
| All | +132.4% | +67.1% | +65.3% | +189.5% |
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