+950.7%
HOOD vs USFR
+14.3%
+936.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | -0.6% | +0.1% | -0.7% | +0.1% |
| 30D | -23.6% | +0.4% | -23.9% | -20.1% |
| 3M | -10.7% | +1.1% | -11.7% | +0.4% |
| 6M | +8.2% | +2.0% | +6.2% | +31.0% |
| YTD | -26.3% | +3.4% | -29.7% | -8.4% |
| 1Y | -36.1% | +4.1% | -40.2% | -20.5% |
| 3Y | +950.7% | +14.3% | +936.4% | +2,637.1% |
| All | +950.7% | +14.3% | +936.4% | +2,637.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 3y: compounded portfolio wealth divided by compounded USFR 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…
3y analysis · Full analysis span regression · 6 months rolling