+878.9%
HOOD vs FLUT
-45.4%
+924.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.1% | +0.3% | -2.1% |
| 7D | +3.8% | -1.2% | +5.0% | +4.3% |
| 30D | -26.4% | +5.0% | -31.4% | -28.4% |
| 3M | -14.3% | -16.4% | +2.1% | -8.7% |
| 6M | +3.9% | -14.6% | +18.5% | +6.6% |
| YTD | -28.1% | -61.9% | +33.8% | +14.9% |
| 1Y | -38.8% | -65.0% | +26.2% | +2.6% |
| All | +878.9% | -45.4% | +924.3% | +1,329.4% |
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