+231.1%
HOOD vs FLR
+217.5%
+13.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.4% | -0.3% |
| 7D | +7.7% | -3.1% | +10.9% | +9.4% |
| 30D | +22.0% | +4.9% | +17.0% | +19.3% |
| 3M | +37.6% | +10.8% | +26.8% | +29.3% |
| 6M | +45.3% | +19.7% | +25.6% | +28.8% |
| YTD | +1.9% | +38.4% | -36.4% | -15.8% |
| 1Y | -2.7% | +34.7% | -37.4% | -18.5% |
| 3Y | +973.4% | +56.7% | +916.7% | +701.9% |
| 5Y | +179.3% | +241.6% | -62.4% | +69.0% |
| All | +231.1% | +217.5% | +13.6% | +102.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling