+142.9%
HOOD vs FIX
+1,540.9%
-1,398.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.0% | -1.0% | +1.6% |
| 7D | -3.2% | +6.4% | -9.7% | -6.1% |
| 30D | -22.6% | -29.1% | +6.5% | -10.1% |
| 3M | -10.4% | -31.1% | +20.8% | +4.2% |
| 6M | +4.7% | -42.8% | +47.5% | +30.4% |
| YTD | -25.2% | +24.6% | -49.9% | -40.5% |
| 1Y | -35.9% | +21.9% | -57.8% | -48.4% |
| 3Y | +927.7% | +524.9% | +402.8% | +213.1% |
| 5Y | +147.5% | +1,092.2% | -944.7% | -54.5% |
| All | +142.9% | +1,540.9% | -1,398.0% | -54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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