+132.4%
HOOD vs FHN
+75.2%
+57.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.3% | +3.6% | +3.4% |
| 7D | -4.8% | -1.0% | -3.8% | -4.2% |
| 30D | -26.1% | +0.2% | -26.3% | -26.1% |
| 3M | -10.8% | -9.0% | -1.8% | -6.4% |
| 6M | +2.4% | -6.8% | +9.2% | +5.8% |
| YTD | -28.5% | -1.5% | -26.9% | -28.1% |
| 1Y | -36.3% | +10.9% | -47.3% | -39.7% |
| 3Y | +743.7% | +119.4% | +624.3% | +550.4% |
| 5Y | +118.6% | +57.5% | +61.1% | +74.6% |
| All | +132.4% | +75.2% | +57.2% | +77.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling