+225.5%
HOOD vs NEM
+132.2%
+93.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -1.0% |
| 7D | -9.1% | -3.3% | -5.8% | -8.1% |
| 30D | +20.1% | +7.8% | +12.2% | +17.6% |
| 3M | +31.2% | +36.3% | -5.0% | +19.2% |
| 6M | +44.3% | +6.6% | +37.8% | +40.5% |
| YTD | +0.2% | +27.1% | -26.9% | -7.2% |
| 1Y | -3.5% | +62.3% | -65.9% | -17.0% |
| 3Y | +955.2% | +245.1% | +710.1% | +642.1% |
| 5Y | +175.3% | +154.0% | +21.3% | +103.2% |
| All | +225.5% | +132.2% | +93.3% | +137.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 NEM 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