+250.7%
HOOD vs FFIV
+92.3%
+158.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.8% |
| 7D | +17.1% | -1.0% | +18.1% | +17.9% |
| 30D | +31.6% | -5.1% | +36.7% | +36.3% |
| 3M | +38.2% | -4.5% | +42.7% | +42.2% |
| 6M | +48.5% | +36.5% | +12.1% | +11.5% |
| YTD | +8.0% | +53.0% | -45.0% | -26.8% |
| 1Y | +18.7% | +24.2% | -5.6% | -5.9% |
| 3Y | +999.1% | +137.2% | +861.9% | +408.0% |
| 5Y | +181.7% | +91.8% | +89.9% | +59.4% |
| All | +250.7% | +92.3% | +158.4% | +107.0% |
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 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