+133.6%
HOOD vs SPG
+144.6%
-11.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.4% |
| 7D | +3.8% | +3.1% | +0.7% | +1.0% |
| 30D | -26.4% | +16.4% | -42.8% | -36.0% |
| 3M | -14.3% | +7.1% | -21.3% | -19.6% |
| 6M | +3.9% | +16.1% | -12.1% | -11.3% |
| YTD | -28.1% | +30.4% | -58.5% | -45.2% |
| 1Y | -38.8% | +33.0% | -71.8% | -54.4% |
| 3Y | +888.5% | +134.6% | +753.8% | +323.3% |
| 5Y | +131.0% | +84.9% | +46.1% | +10.8% |
| All | +133.6% | +144.6% | -11.0% | +23.3% |
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