+193.0%
HOOD vs USFR
+20.5%
+172.5%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | 0.0% | -3.9% | -3.8% |
| 7D | +13.4% | +0.1% | +13.3% | +13.6% |
| 30D | +25.8% | +0.3% | +25.5% | +26.9% |
| 3M | +38.0% | +1.0% | +37.0% | +41.4% |
| 6M | +52.2% | +1.9% | +50.3% | +57.8% |
| YTD | +3.7% | +2.7% | +1.1% | +7.3% |
| 1Y | +0.1% | +4.0% | -4.0% | +3.4% |
| 3Y | +992.6% | +14.0% | +978.5% | +1,108.5% |
| 5Y | +193.0% | +20.4% | +172.6% | +328.5% |
| All | +193.0% | +20.5% | +172.5% | +328.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling