+743.7%
HOOD vs SM
-20.0%
+763.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.0% | +2.2% | +3.0% |
| 7D | -4.8% | -25.9% | +21.1% | +0.9% |
| 30D | -26.1% | -15.1% | -11.0% | -24.2% |
| 3M | -10.8% | +4.9% | -15.7% | -13.8% |
| 6M | +2.4% | +6.1% | -3.8% | -3.7% |
| YTD | -28.5% | +63.4% | -91.9% | -45.9% |
| 1Y | -36.3% | +72.5% | -108.8% | -53.2% |
| 3Y | +743.7% | -16.9% | +760.6% | +715.0% |
| All | +743.7% | -20.0% | +763.7% | +715.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling