-24.4%
HOOD vs FIG
-77.1%
+52.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.8% | -7.1% | -4.8% |
| 7D | -3.8% | +3.4% | -7.2% | -4.4% |
| 30D | -23.0% | -9.5% | -13.5% | -21.7% |
| 3M | -21.6% | -26.2% | +4.5% | -17.9% |
| 6M | +1.4% | +2.7% | -1.2% | -1.3% |
| YTD | -31.2% | -48.0% | +16.8% | -28.5% |
| 1Y | -35.9% | -52.0% | +16.1% | -33.5% |
| All | -24.4% | -77.1% | +52.7% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 3y: compounded portfolio wealth divided by compounded FIG 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…
3y analysis · Full analysis span regression · 6 months rolling