+250.7%
HOOD vs FLR
+225.2%
+25.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.0% |
| 7D | +17.1% | +5.4% | +11.7% | +14.4% |
| 30D | +31.6% | +11.4% | +20.2% | +24.0% |
| 3M | +38.2% | +11.4% | +26.8% | +29.7% |
| 6M | +48.5% | +16.6% | +31.9% | +33.5% |
| YTD | +8.0% | +41.7% | -33.7% | -11.8% |
| 1Y | +18.7% | +35.4% | -16.8% | -0.9% |
| 3Y | +999.1% | +57.3% | +941.8% | +718.1% |
| 5Y | +181.7% | +241.0% | -59.3% | +69.4% |
| All | +250.7% | +225.2% | +25.5% | +112.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling