+139.3%
HOOD vs FDX
+55.6%
+83.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.5% | -0.5% | +1.2% |
| 7D | -0.6% | +0.2% | -0.8% | -0.6% |
| 30D | -23.6% | +9.3% | -32.9% | -27.0% |
| 3M | -10.7% | +0.5% | -11.2% | -11.0% |
| 6M | +8.2% | +5.3% | +2.8% | +4.5% |
| YTD | -26.3% | +38.6% | -64.9% | -39.8% |
| 1Y | -36.1% | +53.5% | -89.6% | -50.9% |
| 3Y | +950.7% | +74.2% | +876.5% | +611.3% |
| 5Y | +127.0% | +75.3% | +51.8% | +36.6% |
| All | +139.3% | +55.6% | +83.7% | +11.7% |
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