+250.7%
HOOD vs FAST
+106.5%
+144.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.8% | -2.6% |
| 7D | +17.1% | -0.4% | +17.5% | +17.5% |
| 30D | +31.6% | -0.8% | +32.4% | +32.3% |
| 3M | +38.2% | +5.8% | +32.5% | +32.1% |
| 6M | +48.5% | +8.0% | +40.5% | +38.2% |
| YTD | +8.0% | +25.6% | -17.7% | -11.7% |
| 1Y | +18.7% | +0.8% | +17.8% | +15.3% |
| 3Y | +999.1% | +86.1% | +913.0% | +537.9% |
| 5Y | +181.7% | +100.2% | +81.5% | +44.9% |
| All | +250.7% | +106.5% | +144.2% | +95.4% |
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