+142.9%
HOOD vs FAST
+132.1%
+10.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.2% | +2.8% | +3.2% |
| 7D | -3.2% | +4.3% | -7.5% | -5.9% |
| 30D | -22.6% | +8.3% | -30.9% | -26.8% |
| 3M | -10.4% | +6.5% | -16.9% | -14.3% |
| 6M | +4.7% | +29.5% | -24.8% | -13.6% |
| YTD | -25.2% | +41.3% | -66.5% | -43.6% |
| 1Y | -35.9% | +37.4% | -73.3% | -50.7% |
| 3Y | +927.7% | +98.5% | +829.2% | +477.7% |
| 5Y | +147.5% | +111.1% | +36.4% | +20.6% |
| All | +142.9% | +132.1% | +10.8% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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