+237.0%
HOOD vs FIS
-70.1%
+307.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -5.9% | +2.0% | -1.2% |
| 7D | +13.4% | -3.5% | +16.8% | +15.3% |
| 30D | +25.8% | -7.8% | +33.6% | +30.4% |
| 3M | +38.0% | +0.8% | +37.1% | +35.6% |
| 6M | +52.2% | -21.9% | +74.1% | +68.1% |
| YTD | +3.7% | -39.5% | +43.2% | +29.1% |
| 1Y | +0.1% | -41.0% | +41.0% | +25.5% |
| 3Y | +992.6% | -23.6% | +1,016.2% | +1,135.5% |
| 5Y | +193.0% | -65.6% | +258.6% | +259.0% |
| All | +237.0% | -70.1% | +307.1% | +241.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 10y: compounded portfolio wealth divided by compounded FIS 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…
10y analysis · Full analysis span regression · 6 months rolling