+223.3%
HOOD vs FANG
+216.0%
+7.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -7.8% | +2.9% | -10.7% | -8.6% |
| 30D | +18.6% | +2.6% | +16.0% | +17.5% |
| 3M | +22.1% | +7.6% | +14.5% | +18.5% |
| 6M | +43.1% | +17.3% | +25.7% | +32.5% |
| YTD | -0.5% | +38.7% | -39.1% | -13.7% |
| 1Y | -4.4% | +51.6% | -56.0% | -20.2% |
| 3Y | +938.5% | +50.0% | +888.5% | +765.5% |
| 5Y | +173.4% | +237.6% | -64.1% | +134.9% |
| All | +223.3% | +216.0% | +7.3% | +169.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling