+132.4%
HOOD vs FE
+52.1%
+80.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.7% | +3.3% |
| 7D | -4.8% | 0.0% | -4.8% | -4.8% |
| 30D | -26.1% | +5.2% | -31.3% | -26.5% |
| 3M | -10.8% | 0.0% | -10.8% | -10.8% |
| 6M | +2.4% | +5.0% | -2.7% | +1.5% |
| YTD | -28.5% | +7.9% | -36.4% | -29.5% |
| 1Y | -36.3% | +6.3% | -42.7% | -37.1% |
| 3Y | +743.7% | +46.0% | +697.7% | +649.0% |
| 5Y | +118.6% | +45.6% | +73.0% | +107.9% |
| All | +132.4% | +52.1% | +80.3% | +195.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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