+237.0%
HOOD vs FITB
+78.0%
+159.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.3% | -3.5% |
| 7D | +13.4% | +2.8% | +10.5% | +11.4% |
| 30D | +25.8% | -4.5% | +30.3% | +29.7% |
| 3M | +38.0% | +5.7% | +32.3% | +31.9% |
| 6M | +52.2% | +17.1% | +35.1% | +35.2% |
| YTD | +3.7% | +18.3% | -14.6% | -9.1% |
| 1Y | +0.1% | +23.9% | -23.8% | -15.5% |
| 3Y | +992.6% | +131.1% | +861.5% | +537.1% |
| 5Y | +193.0% | +71.1% | +121.9% | +127.5% |
| All | +237.0% | +78.0% | +159.0% | +198.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 10y: compounded portfolio wealth divided by compounded FITB 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…
10y analysis · Full analysis span regression · 6 months rolling