+917.8%
HOOD vs FISV
-47.3%
+965.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.9% | +3.1% | +3.7% |
| 7D | -3.2% | +3.0% | -6.2% | -4.0% |
| 30D | -22.6% | +38.8% | -61.3% | -29.8% |
| 3M | -10.4% | +21.2% | -31.6% | -15.6% |
| 6M | +4.7% | +17.5% | -12.8% | -1.3% |
| YTD | -25.2% | -4.9% | -20.3% | -24.8% |
| 1Y | -35.9% | -0.6% | -35.3% | -36.4% |
| All | +917.8% | -47.3% | +965.1% | +1,045.7% |
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