+992.6%
HOOD vs FLR
+60.4%
+932.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.8% | -4.7% | -4.3% |
| 7D | +13.4% | +0.7% | +12.7% | +13.1% |
| 30D | +25.8% | -0.7% | +26.4% | +25.8% |
| 3M | +38.0% | +14.3% | +23.6% | +26.5% |
| 6M | +52.2% | +25.6% | +26.6% | +28.7% |
| YTD | +3.7% | +42.9% | -39.1% | -18.8% |
| 1Y | +0.1% | +38.7% | -38.7% | -20.2% |
| 3Y | +992.6% | +61.8% | +930.8% | +623.2% |
| All | +992.6% | +60.4% | +932.2% | +623.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling