+717.4%
HOOD vs FIX
+420.3%
+297.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -11.6% | +1.3% | -5.0% |
| 7D | -14.4% | -27.2% | +12.8% | -1.8% |
| 30D | -30.0% | -46.9% | +16.9% | -7.3% |
| 3M | -15.5% | -44.4% | +28.9% | +8.2% |
| 6M | +1.8% | -50.9% | +52.7% | +35.3% |
| YTD | -30.7% | +3.5% | -34.2% | -40.2% |
| 1Y | -45.0% | -2.1% | -42.9% | -51.0% |
| All | +717.4% | +420.3% | +297.1% | +170.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling