-35.9%
HOOD vs SPYG
+8.5%
-44.4%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.4% | -2.4% |
| 7D | -3.8% | +2.3% | -6.1% | -8.2% |
| 30D | -23.0% | -6.5% | -16.5% | -11.0% |
| 3M | -21.6% | -6.8% | -14.8% | -7.9% |
| 6M | +1.4% | -3.1% | +4.6% | +11.0% |
| YTD | -31.2% | +8.0% | -39.2% | -41.0% |
| 1Y | -35.9% | +10.2% | -46.2% | -47.9% |
| All | -35.9% | +8.5% | -44.4% | -47.9% |
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