+189.8%
HOOD vs SPY
+82.0%
+107.8%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.2% |
| 7D | +17.1% | +0.1% | +17.0% | +17.2% |
| 30D | +31.6% | +0.1% | +31.5% | +32.3% |
| 3M | +38.2% | +2.0% | +36.3% | +33.4% |
| 6M | +48.5% | +13.0% | +35.5% | +16.3% |
| YTD | +8.0% | +13.5% | -5.6% | -15.3% |
| 1Y | +18.7% | +20.0% | -1.3% | -15.4% |
| 3Y | +999.1% | +77.2% | +921.9% | +311.1% |
| All | +189.8% | +82.0% | +107.8% | +13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling