+237.0%
HOOD vs VYM
+79.0%
+158.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.5% | -3.0% |
| 7D | +13.4% | +0.1% | +13.2% | +13.3% |
| 30D | +25.8% | -1.3% | +27.1% | +29.4% |
| 3M | +38.0% | +4.1% | +33.9% | +27.5% |
| 6M | +52.2% | +9.8% | +42.4% | +27.0% |
| YTD | +3.7% | +15.3% | -11.6% | -21.0% |
| 1Y | +0.1% | +20.0% | -20.0% | -29.0% |
| 3Y | +992.6% | +66.2% | +926.3% | +373.1% |
| 5Y | +193.0% | +77.5% | +115.5% | +24.8% |
| All | +237.0% | +79.0% | +158.0% | +56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded VYM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling