+132.4%
HOOD vs SO
+75.5%
+56.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.1% | +4.3% | +3.1% |
| 7D | -4.8% | -1.5% | -3.3% | -4.9% |
| 30D | -26.1% | +8.1% | -34.2% | -25.8% |
| 3M | -10.8% | +0.2% | -11.0% | -10.7% |
| 6M | +2.4% | +0.4% | +2.0% | +2.4% |
| YTD | -28.5% | +8.5% | -37.0% | -28.5% |
| 1Y | -36.3% | +4.9% | -41.3% | -36.3% |
| 3Y | +743.7% | +47.9% | +695.8% | +658.4% |
| 5Y | +118.6% | +75.7% | +42.9% | +129.3% |
| All | +132.4% | +75.5% | +56.8% | +189.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 all: compounded portfolio wealth divided by compounded SO 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…
all analysis · Full analysis span regression · 6 months rolling