+139.3%
HOOD vs DFNS
-100.0%
+239.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.0% | +6.0% | +3.0% |
| 7D | -0.6% | -42.8% | +42.2% | -0.6% |
| 30D | -23.6% | -67.6% | +44.0% | -23.6% |
| 3M | -10.7% | -94.9% | +84.2% | -10.9% |
| 6M | +8.2% | -96.7% | +104.9% | +8.0% |
| YTD | -26.3% | -99.6% | +73.3% | -26.9% |
| 1Y | -36.1% | -99.7% | +63.7% | -36.7% |
| 3Y | +950.7% | -100.0% | +1,050.7% | +981.1% |
| 5Y | +127.0% | -100.0% | +227.0% | +167.2% |
| All | +139.3% | -100.0% | +239.3% | +173.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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