+743.7%
HOOD vs FAST
+91.8%
+651.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.0% | +3.1% |
| 7D | -4.8% | +2.1% | -6.9% | -5.8% |
| 30D | -26.1% | +6.9% | -33.0% | -28.9% |
| 3M | -10.8% | +4.8% | -15.6% | -13.3% |
| 6M | +2.4% | +19.8% | -17.4% | -8.5% |
| YTD | -28.5% | +34.9% | -63.4% | -42.5% |
| 1Y | -36.3% | +32.8% | -69.1% | -48.3% |
| 3Y | +743.7% | +93.7% | +649.9% | +426.3% |
| All | +743.7% | +91.8% | +651.9% | +426.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling