+125.1%
HOOD vs USFD
+208.3%
-83.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -2.8% | -7.5% | -8.5% |
| 7D | -14.4% | +3.9% | -18.3% | -16.8% |
| 30D | -30.0% | +10.7% | -40.7% | -34.8% |
| 3M | -15.5% | +6.3% | -21.9% | -19.6% |
| 6M | +1.8% | +16.2% | -14.5% | -10.2% |
| YTD | -30.7% | +41.9% | -72.6% | -49.6% |
| 1Y | -45.0% | +44.2% | -89.2% | -60.5% |
| 3Y | +709.0% | +159.8% | +549.2% | +283.5% |
| 5Y | +111.8% | +177.1% | -65.3% | -13.1% |
| All | +125.1% | +208.3% | -83.2% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 all: compounded portfolio wealth divided by compounded USFD 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…
all analysis · Full analysis span regression · 6 months rolling