+237.0%
HOOD vs VFC
-81.4%
+318.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.9% | -2.0% | -3.2% |
| 7D | +13.4% | +0.8% | +12.5% | +13.0% |
| 30D | +25.8% | -11.9% | +37.7% | +31.7% |
| 3M | +38.0% | -20.2% | +58.1% | +47.7% |
| 6M | +52.2% | -23.0% | +75.2% | +65.0% |
| YTD | +3.7% | -26.2% | +30.0% | +14.0% |
| 1Y | +0.1% | -13.3% | +13.4% | +1.7% |
| 3Y | +992.6% | -25.5% | +1,018.0% | +944.8% |
| 5Y | +193.0% | -78.1% | +271.1% | +387.2% |
| All | +237.0% | -81.4% | +318.3% | +286.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded VFC 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling