+237.0%
HOOD vs FISV
-55.5%
+292.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.0% | +0.1% | -2.1% |
| 7D | +13.4% | -1.6% | +14.9% | +14.3% |
| 30D | +25.8% | -3.0% | +28.7% | +27.5% |
| 3M | +38.0% | -3.5% | +41.5% | +38.2% |
| 6M | +52.2% | -19.4% | +71.6% | +64.9% |
| YTD | +3.7% | -24.3% | +28.0% | +15.5% |
| 1Y | +0.1% | -62.4% | +62.4% | +42.6% |
| 3Y | +992.6% | -58.2% | +1,050.7% | +1,206.3% |
| 5Y | +193.0% | -56.5% | +249.5% | +188.5% |
| All | +237.0% | -55.5% | +292.5% | +247.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling