+250.7%
HOOD vs FDS
-7.8%
+258.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.5% | +1.4% | -0.6% |
| 7D | +17.1% | -1.9% | +19.0% | +18.2% |
| 30D | +31.6% | +9.0% | +22.6% | +26.7% |
| 3M | +38.2% | +18.9% | +19.4% | +26.0% |
| 6M | +48.5% | +35.1% | +13.4% | +24.7% |
| YTD | +8.0% | +5.5% | +2.5% | +3.9% |
| 1Y | +18.7% | -16.8% | +35.5% | +31.4% |
| 3Y | +999.1% | -28.1% | +1,027.2% | +1,211.3% |
| 5Y | +181.7% | -17.4% | +199.1% | +263.3% |
| All | +250.7% | -7.8% | +258.5% | +434.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling