+743.7%
HOOD vs FLUT
-52.0%
+795.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.5% | +4.7% | +3.8% |
| 7D | -4.8% | -1.1% | -3.7% | -4.8% |
| 30D | -26.1% | +7.7% | -33.8% | -29.2% |
| 3M | -10.8% | -12.2% | +1.4% | -7.4% |
| 6M | +2.4% | -17.6% | +19.9% | +6.3% |
| YTD | -28.5% | -62.0% | +33.5% | +13.4% |
| 1Y | -36.3% | -62.3% | +25.9% | +1.1% |
| 3Y | +743.7% | -52.0% | +795.6% | +1,175.4% |
| All | +743.7% | -52.0% | +795.6% | +1,175.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling