+225.5%
HOOD vs FISV
-57.2%
+282.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.9% |
| 7D | -9.1% | -7.2% | -1.9% | -6.1% |
| 30D | +20.1% | -7.2% | +27.3% | +24.1% |
| 3M | +31.2% | -8.2% | +39.4% | +34.3% |
| 6M | +44.3% | -17.7% | +62.0% | +54.8% |
| YTD | +0.2% | -27.2% | +27.4% | +13.4% |
| 1Y | -3.5% | -63.0% | +59.5% | +37.7% |
| 3Y | +955.2% | -59.8% | +1,015.0% | +1,182.6% |
| 5Y | +175.3% | -55.8% | +231.1% | +188.9% |
| All | +225.5% | -57.2% | +282.7% | +241.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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