+225.5%
HOOD vs SPOT
+131.6%
+93.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.4% | -1.6% |
| 7D | -9.1% | -6.9% | -2.3% | -5.5% |
| 30D | +20.1% | +4.1% | +15.9% | +16.8% |
| 3M | +31.2% | +3.7% | +27.5% | +26.9% |
| 6M | +44.3% | -1.6% | +45.9% | +40.6% |
| YTD | +0.2% | -10.2% | +10.4% | +1.7% |
| 1Y | -3.5% | -25.9% | +22.4% | +9.3% |
| 3Y | +955.2% | +235.6% | +719.6% | +373.1% |
| 5Y | +175.3% | +110.6% | +64.7% | +28.4% |
| All | +225.5% | +131.6% | +93.9% | +78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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