+123.6%
HOOD vs F
+13.3%
+110.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.4% | -4.3% |
| 7D | -3.8% | -3.1% | -0.7% | -2.1% |
| 30D | -23.0% | 0.0% | -23.0% | -23.1% |
| 3M | -21.6% | -13.2% | -8.4% | -15.4% |
| 6M | +1.4% | -10.2% | +11.7% | +6.7% |
| YTD | -31.2% | -4.9% | -26.2% | -30.7% |
| 1Y | -35.9% | -6.1% | -29.9% | -35.0% |
| 3Y | +836.9% | +46.0% | +791.0% | +601.5% |
| 5Y | +121.1% | -15.7% | +136.8% | +96.0% |
| All | +123.6% | +13.3% | +110.3% | +103.2% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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