+123.6%
HOOD vs FN
+252.7%
-129.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -7.3% | +3.0% | -1.7% |
| 7D | -3.8% | +0.3% | -4.0% | -4.0% |
| 30D | -23.0% | -16.5% | -6.4% | -19.0% |
| 3M | -21.6% | -42.1% | +20.5% | -8.0% |
| 6M | +1.4% | -52.9% | +54.3% | +24.7% |
| YTD | -31.2% | -28.0% | -3.2% | -31.8% |
| 1Y | -35.9% | -18.5% | -17.4% | -39.9% |
| 3Y | +836.9% | +93.9% | +743.1% | +482.9% |
| 5Y | +121.1% | +170.5% | -49.4% | +5.5% |
| All | +123.6% | +252.7% | -129.1% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling