+950.7%
HOOD vs F
+48.3%
+902.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.6% | +2.3% | +2.6% |
| 7D | -0.6% | -0.6% | 0.0% | -0.3% |
| 30D | -23.6% | +2.9% | -26.4% | -24.8% |
| 3M | -10.7% | -9.5% | -1.2% | -5.9% |
| 6M | +8.2% | +4.0% | +4.1% | +4.4% |
| YTD | -26.3% | -1.3% | -25.1% | -27.1% |
| 1Y | -36.1% | -1.9% | -34.1% | -36.4% |
| 3Y | +950.7% | +53.5% | +897.2% | +644.3% |
| All | +950.7% | +48.3% | +902.4% | +644.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling