+132.4%
HOOD vs SPGI
+23.1%
+109.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.0% | +4.2% | +4.0% |
| 7D | -4.8% | +0.3% | -5.1% | -5.0% |
| 30D | -26.1% | +18.4% | -44.5% | -36.4% |
| 3M | -10.8% | +15.7% | -26.5% | -21.6% |
| 6M | +2.4% | +17.3% | -14.9% | -12.8% |
| YTD | -28.5% | -4.7% | -23.7% | -27.3% |
| 1Y | -36.3% | +1.8% | -38.1% | -39.8% |
| 3Y | +743.7% | +31.7% | +712.0% | +520.9% |
| 5Y | +118.6% | +12.1% | +106.5% | +69.5% |
| All | +132.4% | +23.1% | +109.3% | +83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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