+237.0%
HOOD vs SPY
+86.3%
+150.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.4% | -2.7% |
| 7D | +13.4% | +0.5% | +12.8% | +12.4% |
| 30D | +25.8% | -0.9% | +26.7% | +29.2% |
| 3M | +38.0% | +3.9% | +34.1% | +27.9% |
| 6M | +52.2% | +14.5% | +37.7% | +16.3% |
| YTD | +3.7% | +12.9% | -9.2% | -17.3% |
| 1Y | +0.1% | +19.4% | -19.3% | -27.4% |
| 3Y | +992.6% | +78.5% | +914.1% | +314.2% |
| 5Y | +193.0% | +81.8% | +111.2% | +8.0% |
| All | +237.0% | +86.3% | +150.7% | +45.6% |
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