+86.0%
SPY vs HOOD
+208.8%
-122.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | -0.1% |
| 7D | +0.5% | +13.4% | -12.8% | -1.0% |
| 30D | -0.9% | +25.8% | -26.7% | -3.9% |
| 3M | +3.9% | +38.0% | -34.1% | -0.7% |
| 6M | +14.5% | +52.2% | -37.7% | +7.5% |
| YTD | +12.9% | +3.7% | +9.2% | +10.2% |
| 1Y | +19.4% | +0.1% | +19.3% | +16.1% |
| 3Y | +78.5% | +992.6% | -914.1% | +28.6% |
| 5Y | +81.8% | +193.0% | -111.2% | +29.5% |
| All | +86.0% | +208.8% | -122.8% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HOOD.
Daily Out/Under-Performance
Portfolio return minus HOOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HOOD 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 HOOD 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