-35.9%
HOOD vs FISV
-1.6%
-34.3%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.7% | -8.0% | -5.2% |
| 7D | -3.8% | +1.4% | -5.2% | -4.1% |
| 30D | -23.0% | +38.4% | -61.4% | -29.5% |
| 3M | -21.6% | +14.9% | -36.6% | -24.0% |
| 6M | +1.4% | +21.8% | -20.3% | -4.8% |
| YTD | -31.2% | -5.0% | -26.1% | -28.8% |
| 1Y | -35.9% | -1.2% | -34.8% | -35.2% |
| All | -35.9% | -1.6% | -34.3% | -35.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling