+122.7%
HOOD vs FLEX
+421.8%
-299.0%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.0% | -0.3% | -2.2% |
| 7D | -3.8% | +7.5% | -11.2% | -7.6% |
| 30D | -23.0% | -25.3% | +2.3% | -11.9% |
| 3M | -21.6% | -39.7% | +18.0% | -0.5% |
| 6M | +1.4% | -47.9% | +49.3% | +33.3% |
| YTD | -31.2% | +24.1% | -55.3% | -55.9% |
| 1Y | -35.9% | +26.0% | -61.9% | -59.5% |
| 3Y | +836.9% | +282.7% | +554.3% | +137.2% |
| All | +122.7% | +421.8% | -299.0% | -59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling