+231.1%
HOOD vs FND
-60.5%
+291.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.0% | -1.4% |
| 7D | +7.7% | -0.8% | +8.5% | +8.4% |
| 30D | +22.0% | -19.6% | +41.6% | +35.7% |
| 3M | +37.6% | -4.3% | +42.0% | +36.6% |
| 6M | +45.3% | -20.4% | +65.7% | +57.9% |
| YTD | +1.9% | -21.9% | +23.8% | +10.5% |
| 1Y | -2.7% | -45.2% | +42.5% | +26.7% |
| 3Y | +973.4% | -49.2% | +1,022.6% | +1,216.0% |
| 5Y | +179.3% | -61.8% | +241.1% | +304.6% |
| All | +231.1% | -60.5% | +291.5% | +379.4% |
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