+11.3%
HOOD vs FPS
-25.1%
+36.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +7.0% | -3.8% | +1.3% |
| 7D | -4.8% | -24.5% | +19.7% | +1.7% |
| 30D | -26.1% | -52.1% | +26.0% | -11.1% |
| 3M | -10.8% | -48.4% | +37.6% | +4.3% |
| 6M | +2.4% | -54.4% | +56.7% | +20.5% |
| All | +11.3% | -25.1% | +36.4% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 1y: compounded portfolio wealth divided by compounded FPS 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…
1y analysis · Full analysis span regression · 6 months rolling