+122.7%
HOOD vs FFIV
+35.3%
+87.4%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.7% | -1.6% | -2.3% |
| 7D | -3.8% | -0.5% | -3.2% | -3.3% |
| 30D | -23.0% | -32.4% | +9.4% | +0.5% |
| 3M | -21.6% | -25.7% | +4.0% | -5.6% |
| 6M | +1.4% | -13.5% | +14.9% | +6.6% |
| YTD | -31.2% | +21.1% | -52.3% | -47.0% |
| 1Y | -35.9% | +29.4% | -65.4% | -53.9% |
| 3Y | +836.9% | +94.9% | +742.0% | +366.7% |
| All | +122.7% | +35.3% | +87.4% | +47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling