+133.6%
HOOD vs FFIV
+56.3%
+77.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.2% | -2.3% |
| 7D | -5.1% | -4.2% | -0.9% | -1.8% |
| 30D | -25.4% | -33.9% | +8.5% | -1.2% |
| 3M | -14.0% | -22.6% | +8.7% | +0.1% |
| 6M | +5.6% | -10.4% | +16.0% | +8.1% |
| YTD | -28.1% | +24.3% | -52.4% | -45.2% |
| 1Y | -40.1% | +31.8% | -71.9% | -57.0% |
| 3Y | +888.2% | +99.5% | +788.7% | +398.3% |
| 5Y | +135.8% | +40.7% | +95.1% | +54.6% |
| All | +133.6% | +56.3% | +77.3% | +55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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