+743.7%
HOOD vs DFNS
-100.0%
+843.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -12.2% | +15.4% | +3.2% |
| 7D | -4.8% | -44.0% | +39.2% | -4.8% |
| 30D | -26.1% | -69.1% | +43.0% | -26.2% |
| 3M | -10.8% | -95.6% | +84.8% | -11.0% |
| 6M | +2.4% | -96.2% | +98.5% | +2.2% |
| YTD | -28.5% | -99.6% | +71.1% | -29.1% |
| 1Y | -36.3% | -99.7% | +63.4% | -37.0% |
| 3Y | +743.7% | -100.0% | +843.7% | +810.1% |
| All | +743.7% | -100.0% | +843.7% | +810.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling