+132.4%
HOOD vs FFIV
+53.1%
+79.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.3% | +3.5% | +3.4% |
| 7D | -4.8% | -8.1% | +3.3% | +1.4% |
| 30D | -26.1% | -33.4% | +7.3% | -2.8% |
| 3M | -10.8% | -24.7% | +13.9% | +5.8% |
| 6M | +2.4% | -8.8% | +11.2% | +3.1% |
| YTD | -28.5% | +21.8% | -50.2% | -44.7% |
| 1Y | -36.3% | +25.3% | -61.6% | -52.4% |
| 3Y | +743.7% | +101.2% | +642.5% | +321.0% |
| 5Y | +118.6% | +40.2% | +78.4% | +44.7% |
| All | +132.4% | +53.1% | +79.3% | +56.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling