+250.7%
HOOD vs FIVE
+33.3%
+217.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.1% | -7.2% | -4.2% |
| 7D | +17.1% | +4.3% | +12.9% | +14.9% |
| 30D | +31.6% | +12.5% | +19.1% | +24.7% |
| 3M | +38.2% | +31.2% | +7.0% | +22.0% |
| 6M | +48.5% | +14.4% | +34.2% | +37.5% |
| YTD | +8.0% | +33.9% | -25.9% | -6.5% |
| 1Y | +18.7% | +65.1% | -46.4% | -6.3% |
| 3Y | +999.1% | +49.0% | +950.1% | +735.4% |
| 5Y | +181.7% | +30.3% | +151.4% | +114.9% |
| All | +250.7% | +33.3% | +217.4% | +212.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling