+237.0%
HOOD vs FLUT
-40.8%
+277.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.6% | -4.5% | -4.2% |
| 7D | +13.4% | +3.8% | +9.5% | +11.5% |
| 30D | +25.8% | +6.3% | +19.5% | +21.9% |
| 3M | +38.0% | -4.0% | +42.0% | +37.8% |
| 6M | +52.2% | -10.3% | +62.5% | +55.5% |
| YTD | +3.7% | -53.2% | +56.9% | +43.0% |
| 1Y | +0.1% | -65.0% | +65.1% | +57.1% |
| 3Y | +992.6% | -43.9% | +1,036.5% | +1,281.5% |
| 5Y | +193.0% | -49.2% | +242.2% | +303.2% |
| All | +237.0% | -40.8% | +277.8% | +262.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded FLUT 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling