+237.0%
HOOD vs SPG
+119.5%
+117.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.2% | -5.1% | -5.0% |
| 7D | +13.4% | 0.0% | +13.4% | +13.4% |
| 30D | +25.8% | -4.9% | +30.7% | +31.5% |
| 3M | +38.0% | +3.3% | +34.7% | +31.3% |
| 6M | +52.2% | +11.2% | +41.0% | +34.7% |
| YTD | +3.7% | +17.1% | -13.3% | -12.7% |
| 1Y | +0.1% | +21.6% | -21.5% | -19.4% |
| 3Y | +992.6% | +111.9% | +880.7% | +412.6% |
| 5Y | +193.0% | +106.9% | +86.1% | +55.8% |
| All | +237.0% | +119.5% | +117.5% | +96.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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