+77.7%
SPY vs HOOD
+854.2%
-776.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.3% | +3.9% | +0.2% |
| 7D | +2.6% | -3.8% | +6.4% | +3.1% |
| 30D | -2.0% | -23.0% | +21.0% | +1.3% |
| 3M | -2.8% | -21.6% | +18.9% | -0.4% |
| 6M | +2.1% | +1.4% | +0.7% | +0.2% |
| YTD | +11.5% | -31.2% | +42.6% | +14.1% |
| 1Y | +13.5% | -35.9% | +49.4% | +16.9% |
| 3Y | +77.7% | +836.9% | -759.2% | +33.1% |
| All | +77.7% | +854.2% | -776.5% | +33.1% |
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