+237.0%
HOOD vs FFIV
+91.9%
+145.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.2% | -3.7% | -3.7% |
| 7D | +13.4% | -1.5% | +14.9% | +14.7% |
| 30D | +25.8% | -2.7% | +28.4% | +28.0% |
| 3M | +38.0% | -1.7% | +39.6% | +38.6% |
| 6M | +52.2% | +36.1% | +16.1% | +14.5% |
| YTD | +3.7% | +52.6% | -48.9% | -29.5% |
| 1Y | +0.1% | +21.5% | -21.5% | -19.1% |
| 3Y | +992.6% | +142.7% | +849.9% | +394.7% |
| 5Y | +193.0% | +92.6% | +100.4% | +62.8% |
| All | +237.0% | +91.9% | +145.1% | +99.3% |
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