+133.6%
HOOD vs FDS
+1.2%
+132.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.9% | -2.9% | -3.4% |
| 7D | +3.8% | -2.6% | +6.3% | +4.8% |
| 30D | -26.4% | +14.1% | -40.5% | -30.6% |
| 3M | -14.3% | +19.8% | -34.1% | -21.3% |
| 6M | +3.9% | +55.0% | -51.0% | -17.8% |
| YTD | -28.1% | +15.9% | -44.0% | -34.0% |
| 1Y | -38.8% | +24.2% | -63.0% | -46.9% |
| 3Y | +888.5% | -24.0% | +912.5% | +1,062.1% |
| 5Y | +131.0% | -23.3% | +154.4% | +156.5% |
| All | +133.6% | +1.2% | +132.4% | +239.5% |
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 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