+250.7%
HOOD vs FLUT
-41.1%
+291.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -1.1% |
| 7D | +17.1% | -1.6% | +18.8% | +18.0% |
| 30D | +31.6% | +7.7% | +23.8% | +26.7% |
| 3M | +38.2% | -0.7% | +39.0% | +35.9% |
| 6M | +48.5% | -11.2% | +59.7% | +52.4% |
| YTD | +8.0% | -53.4% | +61.4% | +49.2% |
| 1Y | +18.7% | -65.8% | +84.4% | +87.8% |
| 3Y | +999.1% | -44.9% | +1,044.0% | +1,300.7% |
| 5Y | +181.7% | -49.7% | +231.4% | +289.6% |
| All | +250.7% | -41.1% | +291.8% | +277.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling