+123.6%
HOOD vs FOXA
+101.5%
+22.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +4.1% | -8.4% | -6.5% |
| 7D | -3.8% | +2.7% | -6.4% | -5.2% |
| 30D | -23.0% | +10.0% | -33.0% | -27.1% |
| 3M | -21.6% | +5.0% | -26.6% | -24.3% |
| 6M | +1.4% | +3.4% | -1.9% | -3.7% |
| YTD | -31.2% | -5.5% | -25.7% | -30.6% |
| 1Y | -35.9% | +5.5% | -41.5% | -40.2% |
| 3Y | +836.9% | +139.3% | +697.6% | +412.0% |
| 5Y | +121.1% | +77.2% | +43.9% | +28.2% |
| All | +123.6% | +101.5% | +22.1% | +73.4% |
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