-38.8%
HOOD vs FIGR
-29.5%
-9.3%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +6.1% | -9.9% | -5.7% |
| 7D | +3.8% | +22.8% | -19.0% | -2.8% |
| 30D | -26.4% | -5.8% | -20.6% | -25.3% |
| 3M | -14.3% | -16.3% | +2.0% | -9.9% |
| 6M | +3.9% | -35.0% | +38.9% | +14.7% |
| YTD | -28.1% | -37.1% | +9.1% | -27.1% |
| 1Y | -38.8% | -31.2% | -7.6% | -39.8% |
| All | -38.8% | -29.5% | -9.3% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 1y: compounded portfolio wealth divided by compounded FIGR 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…
1y analysis · Full analysis span regression · 6 months rolling