+237.0%
HOOD vs FLEX
+771.8%
-534.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +4.4% | -8.3% | -6.3% |
| 7D | +13.4% | +7.0% | +6.4% | +9.1% |
| 30D | +25.8% | -5.8% | +31.6% | +29.3% |
| 3M | +38.0% | -24.2% | +62.2% | +54.5% |
| 6M | +52.2% | +90.8% | -38.6% | -18.7% |
| YTD | +3.7% | +89.2% | -85.4% | -45.0% |
| 1Y | +0.1% | +104.7% | -104.7% | -50.3% |
| 3Y | +992.6% | +478.1% | +514.5% | +133.7% |
| 5Y | +193.0% | +726.2% | -533.2% | -55.9% |
| All | +237.0% | +771.8% | -534.8% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded FLEX 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling