+225.5%
HOOD vs FOXA
+92.0%
+133.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.8% | -2.8% |
| 7D | -9.1% | -3.7% | -5.4% | -7.2% |
| 30D | +20.1% | +5.4% | +14.7% | +16.3% |
| 3M | +31.2% | -3.7% | +35.0% | +30.9% |
| 6M | +44.3% | +12.6% | +31.7% | +28.7% |
| YTD | +0.2% | -10.0% | +10.2% | +4.2% |
| 1Y | -3.5% | +15.0% | -18.6% | -16.0% |
| 3Y | +955.2% | +115.1% | +840.1% | +516.5% |
| 5Y | +175.3% | +93.0% | +82.2% | +106.2% |
| All | +225.5% | +92.0% | +133.5% | +160.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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