+193.0%
HOOD vs NEM
+152.5%
+40.4%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.8% | -3.1% | -3.6% |
| 7D | +13.4% | +3.9% | +9.5% | +12.2% |
| 30D | +25.8% | +12.7% | +13.1% | +21.3% |
| 3M | +38.0% | +28.7% | +9.3% | +27.2% |
| 6M | +52.2% | +9.8% | +42.4% | +46.8% |
| YTD | +3.7% | +28.1% | -24.4% | -4.3% |
| 1Y | +0.1% | +69.3% | -69.3% | -15.3% |
| 3Y | +992.6% | +247.7% | +744.9% | +658.1% |
| 5Y | +193.0% | +153.4% | +39.6% | +114.7% |
| All | +193.0% | +152.5% | +40.4% | +114.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling