+123.6%
HOOD vs FIVE
+30.4%
+93.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -4.2% |
| 7D | -3.8% | +2.7% | -6.4% | -4.8% |
| 30D | -23.0% | +12.7% | -35.6% | -26.7% |
| 3M | -21.6% | +2.1% | -23.7% | -22.8% |
| 6M | +1.4% | +17.5% | -16.0% | -7.3% |
| YTD | -31.2% | +31.0% | -62.1% | -40.1% |
| 1Y | -35.9% | +67.7% | -103.7% | -50.0% |
| 3Y | +836.9% | +43.4% | +793.6% | +624.4% |
| 5Y | +121.1% | +18.1% | +103.1% | +70.3% |
| All | +123.6% | +30.4% | +93.2% | +100.4% |
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