+133.6%
HOOD vs FND
-57.3%
+190.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.5% | +1.2% | -0.6% |
| 7D | -5.1% | +6.8% | -11.9% | -8.3% |
| 30D | -25.4% | +13.1% | -38.5% | -30.2% |
| 3M | -14.0% | -13.1% | -0.9% | -8.5% |
| 6M | +5.6% | -0.6% | +6.1% | +1.7% |
| YTD | -28.1% | -15.5% | -12.6% | -25.5% |
| 1Y | -40.1% | -13.7% | -26.5% | -39.0% |
| 3Y | +888.2% | -35.0% | +923.2% | +941.3% |
| 5Y | +135.8% | -60.1% | +195.9% | +233.7% |
| All | +133.6% | -57.3% | +190.8% | +223.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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