+125.1%
HOOD vs FAST
+121.3%
+3.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -0.6% | -9.7% | -9.9% |
| 7D | -14.4% | +0.7% | -15.1% | -14.7% |
| 30D | -30.0% | +4.6% | -34.7% | -32.3% |
| 3M | -15.5% | +6.4% | -21.9% | -19.2% |
| 6M | +1.8% | +20.6% | -18.8% | -11.9% |
| YTD | -30.7% | +34.7% | -65.4% | -46.1% |
| 1Y | -45.0% | +29.7% | -74.6% | -55.8% |
| 3Y | +709.0% | +89.9% | +619.1% | +368.1% |
| 5Y | +111.8% | +105.0% | +6.8% | +7.4% |
| All | +125.1% | +121.3% | +3.8% | +19.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling