+84.3%
SPY vs HOOD
+114.1%
-29.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.5% | +0.1% |
| 7D | +3.3% | +3.8% | -0.5% | +2.8% |
| 30D | -2.7% | -26.4% | +23.7% | +0.7% |
| 3M | -1.7% | -14.3% | +12.5% | -0.6% |
| 6M | +3.1% | +3.9% | -0.8% | +1.3% |
| YTD | +11.9% | -28.1% | +40.0% | +13.6% |
| 1Y | +12.0% | -38.8% | +50.8% | +15.5% |
| 3Y | +78.2% | +888.5% | -810.3% | +30.3% |
| 5Y | +73.2% | +131.0% | -57.8% | +28.4% |
| All | +84.3% | +114.1% | -29.8% | +37.0% |
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