+917.8%
HOOD vs SPYM
+79.8%
+838.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.3% | +2.7% | +0.5% |
| 7D | -3.2% | -0.9% | -2.3% | -0.4% |
| 30D | -22.6% | -2.4% | -20.2% | -16.6% |
| 3M | -10.4% | -1.1% | -9.2% | -5.9% |
| 6M | +4.7% | +3.3% | +1.4% | -2.0% |
| YTD | -25.2% | +12.4% | -37.6% | -43.0% |
| 1Y | -35.9% | +12.5% | -48.4% | -50.9% |
| All | +917.8% | +79.8% | +838.1% | +294.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling