+231.1%
HOOD vs SPYM
+86.1%
+145.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -0.7% |
| 7D | +7.7% | -0.4% | +8.1% | +9.0% |
| 30D | +22.0% | -1.4% | +23.3% | +26.6% |
| 3M | +37.6% | +3.7% | +33.9% | +27.8% |
| 6M | +45.3% | +13.0% | +32.2% | +13.6% |
| YTD | +1.9% | +12.5% | -10.5% | -18.4% |
| 1Y | -2.7% | +18.6% | -21.3% | -29.0% |
| 3Y | +973.4% | +78.0% | +895.3% | +302.0% |
| 5Y | +179.3% | +82.3% | +97.0% | +4.6% |
| All | +231.1% | +86.1% | +145.0% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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