+67.6%
SPY vs HOOD
+118.3%
-50.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.9% | -0.1% |
| 7D | -2.7% | -4.8% | +2.1% | -2.1% |
| 30D | -5.4% | -26.1% | +20.7% | -1.5% |
| 3M | -4.1% | -10.8% | +6.7% | -3.3% |
| 6M | +0.7% | +2.4% | -1.6% | -1.4% |
| YTD | +8.7% | -28.5% | +37.1% | +10.8% |
| 1Y | +10.9% | -36.3% | +47.2% | +14.5% |
| 3Y | +75.0% | +743.7% | -668.7% | +15.5% |
| All | +67.6% | +118.3% | -50.7% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling