+836.9%
HOOD vs DFNS
-100.0%
+936.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.5% | +1.2% | -4.3% |
| 7D | -3.8% | -6.0% | +2.2% | -3.8% |
| 30D | -23.0% | -71.2% | +48.2% | -23.0% |
| 3M | -21.6% | -94.5% | +72.9% | -21.8% |
| 6M | +1.4% | -96.5% | +98.0% | +1.3% |
| YTD | -31.2% | -99.6% | +68.5% | -31.7% |
| 1Y | -35.9% | -99.7% | +63.8% | -36.5% |
| 3Y | +836.9% | -100.0% | +936.9% | +953.4% |
| All | +836.9% | -100.0% | +936.9% | +953.4% |
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