+139.3%
HOOD vs SPG
+144.0%
-4.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.0% | +1.0% | +1.2% |
| 7D | -0.6% | +5.1% | -5.7% | -4.8% |
| 30D | -23.6% | +16.8% | -40.4% | -33.7% |
| 3M | -10.7% | +5.7% | -16.3% | -15.2% |
| 6M | +8.2% | +17.8% | -9.6% | -9.2% |
| YTD | -26.3% | +30.1% | -56.4% | -43.8% |
| 1Y | -36.1% | +32.8% | -68.9% | -52.3% |
| 3Y | +950.7% | +137.2% | +813.5% | +345.3% |
| 5Y | +127.0% | +81.5% | +45.6% | +9.4% |
| All | +139.3% | +144.0% | -4.7% | +26.6% |
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