+180.0%
HOOD vs SITM
+170.3%
+9.7%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.2% | -1.3% |
| 7D | +7.7% | +3.7% | +4.0% | +6.4% |
| 30D | +22.0% | -14.5% | +36.5% | +27.9% |
| 3M | +37.6% | -10.6% | +48.2% | +37.5% |
| 6M | +45.3% | +65.5% | -20.3% | +11.9% |
| YTD | +1.9% | +67.0% | -65.1% | -24.4% |
| 1Y | -2.7% | +138.6% | -141.3% | -39.1% |
| 3Y | +973.4% | +421.8% | +551.5% | +349.5% |
| All | +180.0% | +170.3% | +9.7% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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