-36.1%
HOOD vs FDS
+31.1%
-67.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.9% | -0.9% | +1.7% |
| 7D | -4.4% | +9.4% | -13.8% | -5.5% |
| 30D | -23.4% | +23.8% | -47.2% | -25.7% |
| 3M | -6.5% | +25.1% | -31.7% | -9.3% |
| 6M | +14.2% | +53.8% | -39.6% | +6.3% |
| YTD | -22.7% | +19.6% | -42.3% | -28.4% |
| 1Y | -36.1% | +31.6% | -67.8% | -37.5% |
| All | -36.1% | +31.1% | -67.2% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling