+250.7%
HOOD vs FLEX
+735.2%
-484.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.6% | -2.9% |
| 7D | +17.1% | -0.9% | +18.0% | +17.8% |
| 30D | +31.6% | -10.1% | +41.7% | +39.1% |
| 3M | +38.2% | -31.3% | +69.6% | +64.4% |
| 6M | +48.5% | +71.3% | -22.7% | -14.3% |
| YTD | +8.0% | +81.2% | -73.3% | -41.3% |
| 1Y | +18.7% | +98.5% | -79.8% | -40.1% |
| 3Y | +999.1% | +428.2% | +570.9% | +151.3% |
| 5Y | +181.7% | +657.3% | -475.6% | -55.6% |
| All | +250.7% | +735.2% | -484.5% | -45.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling