+79.7%
SPY vs HOOD
+1,050.9%
-971.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.1% |
| 7D | +0.1% | +17.1% | -17.0% | -2.1% |
| 30D | +0.1% | +31.6% | -31.5% | -3.9% |
| 3M | +2.0% | +38.2% | -36.3% | -3.2% |
| 6M | +13.0% | +48.5% | -35.5% | +5.3% |
| YTD | +13.5% | +8.0% | +5.6% | +9.9% |
| 1Y | +20.0% | +18.7% | +1.3% | +13.2% |
| All | +79.7% | +1,050.9% | -971.2% | +25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling