+122.7%
HOOD vs SM
+5.5%
+117.2%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.3% |
| 7D | -3.8% | +9.4% | -13.2% | -6.0% |
| 30D | -23.0% | -14.4% | -8.6% | -20.6% |
| 3M | -21.6% | +1.6% | -23.2% | -23.4% |
| 6M | +1.4% | +6.3% | -4.9% | -4.0% |
| YTD | -31.2% | +78.8% | -109.9% | -47.1% |
| 1Y | -35.9% | +83.1% | -119.1% | -51.3% |
| 3Y | +836.9% | -5.9% | +842.8% | +750.4% |
| All | +122.7% | +5.5% | +117.2% | +83.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling