-30.9%
HOOD vs FIGR
-35.2%
+4.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.8% | +2.4% | -1.0% |
| 7D | -5.1% | +5.6% | -10.7% | -6.6% |
| 30D | -25.4% | -18.2% | -7.2% | -21.1% |
| 3M | -14.0% | -19.0% | +5.1% | -8.5% |
| 6M | +5.6% | -38.0% | +43.6% | +18.7% |
| YTD | -28.1% | -42.9% | +14.8% | -23.2% |
| 1Y | -40.1% | -37.9% | -2.2% | -38.0% |
| All | -30.9% | -35.2% | +4.2% | -24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling