+142.9%
HOOD vs FLEX
+502.3%
-359.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.8% | +0.2% | +2.0% |
| 7D | -3.2% | +2.2% | -5.5% | -4.7% |
| 30D | -22.6% | -32.6% | +10.1% | -6.3% |
| 3M | -10.4% | -35.5% | +25.1% | +9.7% |
| 6M | +4.7% | -45.6% | +50.3% | +34.4% |
| YTD | -25.2% | +30.7% | -55.9% | -53.1% |
| 1Y | -35.9% | +28.4% | -64.3% | -59.2% |
| 3Y | +927.7% | +301.7% | +626.0% | +161.7% |
| 5Y | +147.5% | +473.3% | -325.7% | -56.0% |
| All | +142.9% | +502.3% | -359.4% | -56.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling