+133.6%
HOOD vs FTI
+769.5%
-635.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.7% |
| 7D | -5.1% | -3.3% | -1.8% | -3.8% |
| 30D | -25.4% | -7.2% | -18.2% | -23.4% |
| 3M | -14.0% | -12.9% | -1.1% | -9.6% |
| 6M | +5.6% | -7.9% | +13.4% | +7.7% |
| YTD | -28.1% | +45.2% | -73.3% | -39.8% |
| 1Y | -40.1% | +48.1% | -88.2% | -50.4% |
| 3Y | +888.2% | +205.0% | +683.2% | +516.7% |
| 5Y | +135.8% | +838.8% | -703.0% | -1.5% |
| All | +133.6% | +769.5% | -635.9% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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