+250.7%
HOOD vs STM
+32.6%
+218.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.0% | -3.1% |
| 7D | +17.1% | +5.8% | +11.3% | +13.9% |
| 30D | +31.6% | -1.0% | +32.6% | +32.1% |
| 3M | +38.2% | -33.3% | +71.5% | +64.9% |
| 6M | +48.5% | +57.4% | -8.8% | +4.2% |
| YTD | +8.0% | +102.2% | -94.2% | -35.8% |
| 1Y | +18.7% | +99.6% | -80.9% | -30.0% |
| 3Y | +999.1% | +14.5% | +984.6% | +741.2% |
| 5Y | +181.7% | +21.4% | +160.3% | +99.3% |
| All | +250.7% | +32.6% | +218.1% | +106.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling