+122.7%
HOOD vs FISV
-36.7%
+159.4%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.7% | -8.0% | -5.8% |
| 7D | -3.8% | +1.4% | -5.2% | -4.4% |
| 30D | -23.0% | +38.4% | -61.4% | -33.3% |
| 3M | -21.6% | +14.9% | -36.6% | -26.7% |
| 6M | +1.4% | +21.8% | -20.3% | -9.0% |
| YTD | -31.2% | -5.0% | -26.1% | -31.0% |
| 1Y | -35.9% | -1.2% | -34.8% | -37.0% |
| 3Y | +836.9% | -47.5% | +884.5% | +880.2% |
| All | +122.7% | -36.7% | +159.4% | +88.3% |
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