+133.6%
HOOD vs FHN
+78.0%
+55.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.6% |
| 7D | +3.8% | +1.3% | +2.5% | +3.1% |
| 30D | -26.4% | +2.8% | -29.2% | -27.3% |
| 3M | -14.3% | -8.9% | -5.4% | -10.1% |
| 6M | +3.9% | -0.7% | +4.6% | +4.0% |
| YTD | -28.1% | +0.1% | -28.1% | -28.2% |
| 1Y | -38.8% | +10.4% | -49.2% | -42.0% |
| 3Y | +888.5% | +128.8% | +759.6% | +650.5% |
| 5Y | +131.0% | +61.5% | +69.6% | +82.3% |
| All | +133.6% | +78.0% | +55.6% | +76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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