+189.8%
HOOD vs SFM
+230.0%
-40.1%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.9% | -5.0% | -2.6% |
| 7D | +17.1% | -0.1% | +17.2% | +17.1% |
| 30D | +31.6% | -4.4% | +36.0% | +32.4% |
| 3M | +38.2% | +1.5% | +36.7% | +36.6% |
| 6M | +48.5% | +6.5% | +42.1% | +43.3% |
| YTD | +8.0% | +2.2% | +5.8% | +5.0% |
| 1Y | +18.7% | -41.9% | +60.5% | +31.8% |
| 3Y | +999.1% | +106.8% | +892.3% | +937.1% |
| All | +189.8% | +230.0% | -40.1% | +160.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling