+122.7%
HOOD vs PM
+163.6%
-40.9%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.2% | -5.5% | -4.3% |
| 7D | -3.8% | +0.5% | -4.3% | -3.8% |
| 30D | -23.0% | -3.2% | -19.8% | -22.9% |
| 3M | -21.6% | +6.2% | -27.9% | -21.7% |
| 6M | +1.4% | +7.7% | -6.2% | +1.4% |
| YTD | -31.2% | +27.3% | -58.4% | -32.8% |
| 1Y | -35.9% | +32.8% | -68.7% | -37.8% |
| 3Y | +836.9% | +150.0% | +686.9% | +640.9% |
| All | +122.7% | +163.6% | -40.9% | +67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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