+132.4%
HOOD vs SFM
+97.1%
+35.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -4.8% | +8.1% | +3.9% |
| 7D | -4.8% | -1.2% | -3.6% | -4.7% |
| 30D | -26.1% | -24.8% | -1.4% | -23.6% |
| 3M | -10.8% | -43.7% | +32.9% | -3.8% |
| 6M | +2.4% | -37.3% | +39.6% | +7.4% |
| YTD | -28.5% | -38.4% | +9.9% | -25.2% |
| 1Y | -36.3% | -36.9% | +0.6% | -33.8% |
| 3Y | +743.7% | +20.7% | +723.0% | +822.6% |
| 5Y | +118.6% | +103.5% | +15.1% | +210.5% |
| All | +132.4% | +97.1% | +35.3% | +163.1% |
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