+250.7%
HOOD vs F
+37.4%
+213.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.6% | -2.9% |
| 7D | +17.1% | +5.3% | +11.8% | +13.9% |
| 30D | +31.6% | +4.6% | +27.0% | +28.6% |
| 3M | +38.2% | -3.7% | +41.9% | +40.6% |
| 6M | +48.5% | +16.8% | +31.7% | +34.6% |
| YTD | +8.0% | +15.3% | -7.3% | -2.0% |
| 1Y | +18.7% | +31.0% | -12.4% | -0.9% |
| 3Y | +999.1% | +45.4% | +953.7% | +725.5% |
| 5Y | +181.7% | +54.7% | +127.0% | +204.4% |
| All | +250.7% | +37.4% | +213.3% | +187.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling