-38.8%
HOOD vs SFM
-34.4%
-4.4%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.6% | -5.4% | -3.7% |
| 7D | +3.8% | -0.4% | +4.2% | +3.7% |
| 30D | -26.4% | -19.2% | -7.2% | -27.0% |
| 3M | -14.3% | -40.3% | +26.0% | -17.7% |
| 6M | +3.9% | -40.9% | +44.8% | +0.7% |
| YTD | -28.1% | -35.5% | +7.4% | -29.5% |
| 1Y | -38.8% | -37.4% | -1.4% | -39.3% |
| All | -38.8% | -34.4% | -4.4% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling