+945.5%
HOOD vs FANG
+45.6%
+899.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -2.1% |
| 7D | -9.1% | +1.2% | -10.3% | -9.5% |
| 30D | +20.1% | +2.4% | +17.7% | +19.0% |
| 3M | +31.2% | +5.1% | +26.2% | +28.2% |
| 6M | +44.3% | +16.4% | +27.9% | +31.7% |
| YTD | +0.2% | +39.0% | -38.8% | -17.1% |
| 1Y | -3.5% | +50.6% | -54.1% | -24.2% |
| All | +945.5% | +45.6% | +899.9% | +755.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling