+992.6%
HOOD vs USFR
+14.0%
+978.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | 0.0% | -3.9% | -3.7% |
| 7D | +13.4% | +0.1% | +13.3% | +13.7% |
| 30D | +25.8% | +0.3% | +25.5% | +27.8% |
| 3M | +38.0% | +1.0% | +37.0% | +44.4% |
| 6M | +52.2% | +1.9% | +50.3% | +62.1% |
| YTD | +3.7% | +2.7% | +1.1% | +9.8% |
| 1Y | +0.1% | +4.0% | -4.0% | +5.6% |
| 3Y | +992.6% | +14.0% | +978.5% | +1,027.5% |
| All | +992.6% | +14.0% | +978.5% | +1,027.5% |
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