+133.6%
HOOD vs FTV
+33.0%
+100.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -3.2% |
| 7D | -5.1% | +1.4% | -6.5% | -5.9% |
| 30D | -25.4% | +18.3% | -43.7% | -35.5% |
| 3M | -14.0% | +9.8% | -23.8% | -20.8% |
| 6M | +5.6% | +12.3% | -6.7% | -6.7% |
| YTD | -28.1% | +23.1% | -51.2% | -43.1% |
| 1Y | -40.1% | +32.5% | -72.7% | -56.4% |
| 3Y | +888.2% | +38.3% | +849.9% | +603.3% |
| 5Y | +135.8% | +16.8% | +119.0% | +68.9% |
| All | +133.6% | +33.0% | +100.6% | +67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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