+142.9%
HOOD vs FIVE
+32.5%
+110.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.1% | +4.4% |
| 7D | -3.2% | -0.5% | -2.7% | -2.9% |
| 30D | -22.6% | +17.4% | -40.0% | -27.6% |
| 3M | -10.4% | +7.0% | -17.4% | -13.5% |
| 6M | +4.7% | +20.5% | -15.8% | -5.3% |
| YTD | -25.2% | +33.1% | -58.3% | -35.3% |
| 1Y | -35.9% | +67.1% | -103.0% | -49.8% |
| 3Y | +927.7% | +41.9% | +885.8% | +702.1% |
| 5Y | +147.5% | +21.1% | +126.5% | +89.3% |
| All | +142.9% | +32.5% | +110.4% | +116.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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