+250.7%
HOOD vs FIX
+2,174.8%
-1,924.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.0% | -3.0% |
| 7D | +17.1% | +6.0% | +11.1% | +13.8% |
| 30D | +31.6% | -7.2% | +38.8% | +35.9% |
| 3M | +38.2% | -15.9% | +54.1% | +46.4% |
| 6M | +48.5% | +12.7% | +35.8% | +32.3% |
| YTD | +8.0% | +72.8% | -64.8% | -24.8% |
| 1Y | +18.7% | +122.9% | -104.2% | -28.7% |
| 3Y | +999.1% | +774.3% | +224.8% | +191.7% |
| 5Y | +181.7% | +2,049.5% | -1,867.8% | -54.8% |
| All | +250.7% | +2,174.8% | -1,924.1% | -41.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling