+963.5%
HOOD vs FISV
-60.0%
+1,023.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.3% | +2.6% | -0.4% |
| 7D | +7.7% | -6.4% | +14.2% | +10.1% |
| 30D | +22.0% | -6.8% | +28.8% | +24.8% |
| 3M | +37.6% | -10.0% | +47.6% | +41.1% |
| 6M | +45.3% | -20.6% | +65.9% | +55.1% |
| YTD | +1.9% | -27.6% | +29.5% | +11.9% |
| 1Y | -2.7% | -64.3% | +61.6% | +27.7% |
| All | +963.5% | -60.0% | +1,023.5% | +1,000.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling