+836.9%
HOOD vs VFC
+50.0%
+787.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.2% | -7.5% | -5.3% |
| 7D | -3.8% | +1.6% | -5.4% | -4.3% |
| 30D | -23.0% | +25.5% | -48.5% | -28.4% |
| 3M | -21.6% | +41.3% | -62.9% | -30.2% |
| 6M | +1.4% | +22.2% | -20.8% | -6.5% |
| YTD | -31.2% | +16.4% | -47.6% | -35.6% |
| 1Y | -35.9% | +38.4% | -74.4% | -43.7% |
| 3Y | +836.9% | +56.2% | +780.7% | +709.9% |
| All | +836.9% | +50.0% | +787.0% | +709.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling