+250.7%
HOOD vs SFM
+226.8%
+23.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.9% | -5.0% | -2.5% |
| 7D | +17.1% | -0.1% | +17.2% | +17.1% |
| 30D | +31.6% | -4.4% | +36.0% | +32.2% |
| 3M | +38.2% | +1.5% | +36.7% | +37.0% |
| 6M | +48.5% | +6.5% | +42.1% | +44.3% |
| YTD | +8.0% | +2.2% | +5.8% | +5.6% |
| 1Y | +18.7% | -41.9% | +60.5% | +29.2% |
| 3Y | +999.1% | +106.8% | +892.3% | +1,024.9% |
| 5Y | +181.7% | +231.6% | -49.9% | +202.7% |
| All | +250.7% | +226.8% | +23.9% | +271.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling