+123.6%
HOOD vs SPYM
+84.5%
+39.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -3.4% |
| 7D | -3.8% | +2.6% | -6.3% | -8.9% |
| 30D | -23.0% | -2.0% | -21.0% | -18.8% |
| 3M | -21.6% | -2.8% | -18.9% | -15.1% |
| 6M | +1.4% | +2.2% | -0.7% | -0.8% |
| YTD | -31.2% | +11.5% | -42.7% | -43.2% |
| 1Y | -35.9% | +13.5% | -49.4% | -48.8% |
| 3Y | +836.9% | +78.0% | +758.9% | +255.7% |
| 5Y | +121.1% | +73.1% | +48.0% | -8.0% |
| All | +123.6% | +84.5% | +39.1% | -1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling