+132.4%
HOOD vs FDS
+0.1%
+132.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.7% | +6.9% | +4.7% |
| 7D | -4.8% | -0.5% | -4.3% | -4.8% |
| 30D | -26.1% | +20.2% | -46.3% | -32.0% |
| 3M | -10.8% | +19.9% | -30.7% | -18.1% |
| 6M | +2.4% | +56.2% | -53.8% | -19.8% |
| YTD | -28.5% | +14.6% | -43.0% | -34.0% |
| 1Y | -36.3% | +31.6% | -67.9% | -47.0% |
| 3Y | +743.7% | -23.8% | +767.5% | +885.1% |
| 5Y | +118.6% | -22.6% | +141.2% | +146.5% |
| All | +132.4% | +0.1% | +132.3% | +239.1% |
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