+123.6%
HOOD vs SM
+90.0%
+33.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.3% |
| 7D | -3.8% | +9.4% | -13.2% | -5.7% |
| 30D | -23.0% | -14.4% | -8.6% | -21.0% |
| 3M | -21.6% | +1.6% | -23.2% | -23.1% |
| 6M | +1.4% | +6.3% | -4.9% | -3.1% |
| YTD | -31.2% | +78.8% | -109.9% | -44.8% |
| 1Y | -35.9% | +83.1% | -119.1% | -49.1% |
| 3Y | +836.9% | -5.9% | +842.8% | +764.0% |
| 5Y | +121.1% | +4.8% | +116.3% | +94.8% |
| All | +123.6% | +90.0% | +33.6% | +170.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling