+133.6%
HOOD vs FIX
+1,462.2%
-1,328.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.1% |
| 7D | -5.1% | -13.9% | +8.9% | +0.9% |
| 30D | -25.4% | -35.5% | +10.1% | -9.4% |
| 3M | -14.0% | -33.9% | +20.0% | +2.0% |
| 6M | +5.6% | -43.3% | +48.9% | +31.7% |
| YTD | -28.1% | +18.7% | -46.8% | -41.4% |
| 1Y | -40.1% | +13.8% | -53.9% | -50.1% |
| 3Y | +888.2% | +495.0% | +393.3% | +208.2% |
| 5Y | +135.8% | +1,049.0% | -913.2% | -55.6% |
| All | +133.6% | +1,462.2% | -1,328.7% | -54.7% |
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