+237.0%
HOOD vs FDX
+52.7%
+184.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.6% | -1.3% | -2.6% |
| 7D | +13.4% | -3.3% | +16.7% | +15.5% |
| 30D | +25.8% | -1.4% | +27.2% | +26.7% |
| 3M | +38.0% | -4.5% | +42.5% | +40.5% |
| 6M | +52.2% | +9.4% | +42.8% | +42.8% |
| YTD | +3.7% | +36.0% | -32.3% | -14.3% |
| 1Y | +0.1% | +75.5% | -75.5% | -28.8% |
| 3Y | +992.6% | +62.8% | +929.8% | +668.6% |
| 5Y | +193.0% | +64.4% | +128.6% | +62.9% |
| All | +237.0% | +52.7% | +184.3% | +59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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