+237.0%
HOOD vs SM
+119.2%
+117.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +3.6% | -7.5% | -4.7% |
| 7D | +13.4% | -0.2% | +13.5% | +13.3% |
| 30D | +25.8% | +31.5% | -5.7% | +17.7% |
| 3M | +38.0% | +17.3% | +20.6% | +31.3% |
| 6M | +52.2% | +48.5% | +3.7% | +32.5% |
| YTD | +3.7% | +106.3% | -102.5% | -18.5% |
| 1Y | +0.1% | +47.3% | -47.2% | -14.1% |
| 3Y | +992.6% | -1.4% | +994.0% | +906.0% |
| 5Y | +193.0% | +114.0% | +78.9% | +222.1% |
| All | +237.0% | +119.2% | +117.8% | +299.5% |
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