+139.3%
HOOD vs FIS
-78.3%
+217.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.4% | +4.3% | +3.5% |
| 7D | -0.6% | -29.4% | +28.8% | +11.6% |
| 30D | -23.6% | -16.7% | -6.8% | -20.6% |
| 3M | -10.7% | -33.0% | +22.3% | +2.0% |
| 6M | +8.2% | -33.3% | +41.5% | +22.3% |
| YTD | -26.3% | -56.0% | +29.7% | +1.0% |
| 1Y | -36.1% | -54.6% | +18.5% | -13.9% |
| 3Y | +950.7% | -40.6% | +991.3% | +1,177.2% |
| 5Y | +127.0% | -71.9% | +199.0% | +244.9% |
| All | +139.3% | -78.3% | +217.6% | +166.7% |
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