-4.4%
HOOD vs SPYG
+17.9%
-22.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -2.5% |
| 7D | -7.8% | -0.9% | -6.9% | -5.9% |
| 30D | +18.6% | -1.5% | +20.1% | +23.5% |
| 3M | +22.1% | +3.7% | +18.3% | +13.0% |
| 6M | +43.1% | +16.4% | +26.6% | +1.3% |
| YTD | -0.5% | +13.3% | -13.8% | -24.1% |
| 1Y | -4.4% | +17.9% | -22.3% | -28.0% |
| All | -4.4% | +17.9% | -22.3% | -28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling