+250.7%
HOOD vs USFR
+20.4%
+230.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.0% |
| 7D | +17.1% | +0.1% | +17.1% | +17.4% |
| 30D | +31.6% | +0.3% | +31.3% | +33.3% |
| 3M | +38.2% | +1.0% | +37.2% | +44.1% |
| 6M | +48.5% | +1.9% | +46.6% | +59.1% |
| YTD | +8.0% | +2.6% | +5.4% | +16.8% |
| 1Y | +18.7% | +4.0% | +14.7% | +31.3% |
| 3Y | +999.1% | +14.1% | +985.0% | +1,491.0% |
| 5Y | +181.7% | +20.4% | +161.3% | +585.1% |
| All | +250.7% | +20.4% | +230.3% | +757.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling