+123.6%
HOOD vs SPY
+84.0%
+39.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -3.5% |
| 7D | -3.8% | +2.6% | -6.4% | -8.9% |
| 30D | -23.0% | -2.0% | -21.0% | -18.9% |
| 3M | -21.6% | -2.8% | -18.9% | -15.2% |
| 6M | +1.4% | +2.1% | -0.7% | -0.7% |
| YTD | -31.2% | +11.5% | -42.6% | -42.9% |
| 1Y | -35.9% | +13.5% | -49.4% | -48.5% |
| 3Y | +836.9% | +77.7% | +759.2% | +263.3% |
| 5Y | +121.1% | +72.6% | +48.5% | -6.6% |
| All | +123.6% | +84.0% | +39.6% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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