+133.6%
HOOD vs STM
+13.7%
+119.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.7% | -2.6% |
| 7D | -5.1% | -7.9% | +2.8% | -1.2% |
| 30D | -25.4% | -14.1% | -11.3% | -19.6% |
| 3M | -14.0% | -17.6% | +3.7% | -5.8% |
| 6M | +5.6% | -24.2% | +29.8% | +13.6% |
| YTD | -28.1% | +73.3% | -101.4% | -54.1% |
| 1Y | -40.1% | +90.1% | -130.2% | -63.9% |
| 3Y | +888.2% | +10.3% | +877.9% | +647.0% |
| 5Y | +135.8% | -5.7% | +141.5% | +88.8% |
| All | +133.6% | +13.7% | +119.9% | +47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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