+963.5%
HOOD vs SPYG
+98.4%
+865.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.0% |
| 7D | +7.7% | +0.3% | +7.4% | +7.5% |
| 30D | +22.0% | -1.7% | +23.7% | +27.2% |
| 3M | +37.6% | +3.6% | +34.0% | +28.1% |
| 6M | +45.3% | +16.6% | +28.7% | +7.3% |
| YTD | +1.9% | +13.4% | -11.4% | -19.3% |
| 1Y | -2.7% | +19.6% | -22.3% | -29.3% |
| All | +963.5% | +98.4% | +865.0% | +277.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling