+132.4%
HOOD vs FAST
+121.7%
+10.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.0% | +3.1% |
| 7D | -4.8% | +2.1% | -6.9% | -6.1% |
| 30D | -26.1% | +6.9% | -33.0% | -29.6% |
| 3M | -10.8% | +4.8% | -15.6% | -13.8% |
| 6M | +2.4% | +19.8% | -17.4% | -10.9% |
| YTD | -28.5% | +34.9% | -63.4% | -44.4% |
| 1Y | -36.3% | +32.8% | -69.1% | -49.9% |
| 3Y | +743.7% | +93.7% | +649.9% | +380.4% |
| 5Y | +118.6% | +105.3% | +13.3% | +10.8% |
| All | +132.4% | +121.7% | +10.7% | +23.0% |
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