+179.3%
HOOD vs FISV
-58.4%
+237.7%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.3% | +2.6% | +0.2% |
| 7D | +7.7% | -6.4% | +14.2% | +11.1% |
| 30D | +22.0% | -6.8% | +28.8% | +25.9% |
| 3M | +37.6% | -10.0% | +47.6% | +42.2% |
| 6M | +45.3% | -20.6% | +65.9% | +58.8% |
| YTD | +1.9% | -27.6% | +29.5% | +16.0% |
| 1Y | -2.7% | -64.3% | +61.6% | +43.8% |
| 3Y | +973.4% | -60.0% | +1,033.4% | +1,195.0% |
| 5Y | +179.3% | -57.7% | +237.0% | +215.2% |
| All | +179.3% | -58.4% | +237.7% | +215.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling