+123.6%
HOOD vs FDS
+1.5%
+122.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.6% | -4.4% |
| 7D | -3.8% | +1.5% | -5.2% | -4.3% |
| 30D | -23.0% | +14.8% | -37.8% | -27.6% |
| 3M | -21.6% | +16.3% | -37.9% | -27.1% |
| 6M | +1.4% | +66.2% | -64.8% | -22.5% |
| YTD | -31.2% | +16.2% | -47.4% | -36.9% |
| 1Y | -35.9% | +21.8% | -57.8% | -43.5% |
| 3Y | +836.9% | -23.9% | +860.8% | +1,001.1% |
| 5Y | +121.1% | -23.1% | +144.2% | +145.2% |
| All | +123.6% | +1.5% | +122.1% | +224.5% |
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