+111.8%
HOOD vs FIX
+929.6%
-817.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -11.6% | +1.3% | -4.6% |
| 7D | -14.4% | -27.2% | +12.8% | -1.0% |
| 30D | -30.0% | -46.9% | +16.9% | -5.9% |
| 3M | -15.5% | -44.4% | +28.9% | +9.7% |
| 6M | +1.8% | -50.9% | +52.7% | +37.2% |
| YTD | -30.7% | +3.5% | -34.2% | -40.0% |
| 1Y | -45.0% | -2.1% | -42.9% | -50.8% |
| 3Y | +709.0% | +418.7% | +290.2% | +152.5% |
| 5Y | +111.8% | +894.6% | -782.7% | -62.5% |
| All | +111.8% | +929.6% | -817.8% | -62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling