+250.7%
HOOD vs FND
-58.3%
+309.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -3.0% |
| 7D | +17.1% | -5.2% | +22.3% | +20.3% |
| 30D | +31.6% | -19.9% | +51.5% | +46.4% |
| 3M | +38.2% | +2.7% | +35.5% | +31.8% |
| 6M | +48.5% | -21.7% | +70.2% | +63.1% |
| YTD | +8.0% | -17.5% | +25.5% | +13.9% |
| 1Y | +18.7% | -39.3% | +58.0% | +46.1% |
| 3Y | +999.1% | -49.8% | +1,048.9% | +1,268.9% |
| 5Y | +181.7% | -60.1% | +241.8% | +299.1% |
| All | +250.7% | -58.3% | +309.0% | +394.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling