+48.5%
HOOD vs FIVE
+12.1%
+36.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.1% | -7.2% | -3.1% |
| 7D | +17.1% | +4.3% | +12.9% | +16.1% |
| 30D | +31.6% | +12.5% | +19.1% | +27.9% |
| 3M | +38.2% | +31.2% | +7.0% | +29.7% |
| 6M | +48.5% | +14.4% | +34.2% | +43.4% |
| All | +48.5% | +12.1% | +36.4% | +43.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling