+888.2%
HOOD vs NEM
+277.0%
+611.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.2% | +1.8% | -0.6% |
| 7D | -5.1% | +11.6% | -16.7% | -9.8% |
| 30D | -25.4% | +1.8% | -27.2% | -26.2% |
| 3M | -14.0% | +2.5% | -16.5% | -14.7% |
| 6M | +5.6% | +3.4% | +2.2% | +3.6% |
| YTD | -28.1% | +20.9% | -49.0% | -34.1% |
| 1Y | -40.1% | +37.2% | -77.3% | -47.8% |
| 3Y | +888.2% | +271.6% | +616.6% | +528.2% |
| All | +888.2% | +277.0% | +611.2% | +528.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling