+139.3%
HOOD vs FFIV
+56.5%
+82.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.2% | +0.8% | +1.4% |
| 7D | -0.6% | -2.1% | +1.5% | +1.2% |
| 30D | -23.6% | -33.8% | +10.2% | +1.1% |
| 3M | -10.7% | -20.6% | +9.9% | +1.8% |
| 6M | +8.2% | -10.2% | +18.4% | +10.6% |
| YTD | -26.3% | +24.5% | -50.8% | -43.9% |
| 1Y | -36.1% | +29.3% | -65.4% | -53.3% |
| 3Y | +950.7% | +103.8% | +846.9% | +420.1% |
| 5Y | +127.0% | +40.9% | +86.2% | +48.7% |
| All | +139.3% | +56.5% | +82.8% | +58.6% |
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