+123.6%
HOOD vs FLR
+183.6%
-60.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.1% | -3.2% | -3.8% |
| 7D | -3.8% | +5.4% | -9.1% | -6.2% |
| 30D | -23.0% | +2.8% | -25.8% | -23.9% |
| 3M | -21.6% | -6.4% | -15.2% | -19.1% |
| 6M | +1.4% | +8.8% | -7.3% | -4.3% |
| YTD | -31.2% | +23.6% | -54.8% | -40.0% |
| 1Y | -35.9% | +13.8% | -49.7% | -41.9% |
| 3Y | +836.9% | +36.5% | +800.5% | +647.0% |
| 5Y | +121.1% | +119.3% | +1.8% | +45.0% |
| All | +123.6% | +183.6% | -60.0% | +44.1% |
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