+139.3%
HOOD vs FDS
-0.3%
+139.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.3% | +3.1% |
| 7D | -0.6% | -5.0% | +4.3% | +1.2% |
| 30D | -23.6% | +13.8% | -37.3% | -27.9% |
| 3M | -10.7% | +14.8% | -25.5% | -16.6% |
| 6M | +8.2% | +47.4% | -39.2% | -12.4% |
| YTD | -26.3% | +14.2% | -40.5% | -32.0% |
| 1Y | -36.1% | +26.6% | -62.7% | -45.4% |
| 3Y | +950.7% | -24.4% | +975.1% | +1,132.2% |
| 5Y | +127.0% | -22.6% | +149.7% | +156.6% |
| All | +139.3% | -0.3% | +139.6% | +249.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling