+123.6%
HOOD vs SPYG
+82.4%
+41.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.4% | -2.7% |
| 7D | -3.8% | +2.3% | -6.1% | -7.6% |
| 30D | -23.0% | -6.5% | -16.5% | -12.7% |
| 3M | -21.6% | -6.8% | -14.8% | -9.7% |
| 6M | +1.4% | -3.1% | +4.6% | +9.4% |
| YTD | -31.2% | +8.0% | -39.2% | -37.7% |
| 1Y | -35.9% | +10.2% | -46.2% | -43.7% |
| 3Y | +836.9% | +91.0% | +746.0% | +279.3% |
| 5Y | +121.1% | +67.7% | +53.4% | +12.4% |
| All | +123.6% | +82.4% | +41.2% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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