+250.7%
HOOD vs FHN
+88.3%
+162.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | +17.1% | +1.2% | +15.9% | +16.6% |
| 30D | +31.6% | -4.7% | +36.3% | +34.7% |
| 3M | +38.2% | +3.5% | +34.7% | +35.1% |
| 6M | +48.5% | +7.8% | +40.7% | +42.4% |
| YTD | +8.0% | +5.9% | +2.1% | +4.5% |
| 1Y | +18.7% | +12.5% | +6.2% | +11.1% |
| 3Y | +999.1% | +117.2% | +881.9% | +730.1% |
| 5Y | +181.7% | +86.5% | +95.1% | +103.0% |
| All | +250.7% | +88.3% | +162.4% | +157.7% |
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