+18.7%
HOOD vs FANG
+43.7%
-25.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -2.6% |
| 7D | +17.1% | +0.8% | +16.3% | +17.4% |
| 30D | +31.6% | +7.6% | +24.0% | +34.2% |
| 3M | +38.2% | -1.3% | +39.5% | +39.1% |
| 6M | +48.5% | +14.7% | +33.9% | +50.5% |
| YTD | +8.0% | +34.8% | -26.8% | +7.8% |
| 1Y | +18.7% | +42.9% | -24.3% | +21.9% |
| All | +18.7% | +43.7% | -25.1% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 1y: compounded portfolio wealth divided by compounded FANG 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…
1y analysis · Full analysis span regression · 6 months rolling