+1,037.0%
HOOD vs FLEX
+446.9%
+590.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.6% | -2.8% |
| 7D | +17.1% | -0.9% | +18.0% | +17.7% |
| 30D | +31.6% | -10.1% | +41.7% | +37.8% |
| 3M | +38.2% | -31.3% | +69.6% | +59.7% |
| 6M | +48.5% | +71.3% | -22.7% | -8.2% |
| YTD | +8.0% | +81.2% | -73.3% | -36.8% |
| 1Y | +18.7% | +98.5% | -79.8% | -35.0% |
| All | +1,037.0% | +446.9% | +590.0% | +277.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling