-36.1%
HOOD vs FLR
+2.5%
-38.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.4% |
| 7D | -4.4% | +1.4% | -5.8% | -5.0% |
| 30D | -23.4% | -5.9% | -17.5% | -21.2% |
| 3M | -6.5% | -7.6% | +1.1% | -3.8% |
| 6M | +14.2% | -9.3% | +23.5% | +17.4% |
| YTD | -22.7% | +20.1% | -42.9% | -41.4% |
| 1Y | -36.1% | +3.0% | -39.1% | -39.5% |
| All | -36.1% | +2.5% | -38.6% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 1y: compounded portfolio wealth divided by compounded FLR 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…
1y analysis · Full analysis span regression · 6 months rolling