+132.4%
HOOD vs VFC
-71.1%
+203.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.1% | +3.2% |
| 7D | -4.8% | +11.2% | -16.0% | -8.4% |
| 30D | -26.1% | +41.5% | -67.6% | -35.2% |
| 3M | -10.8% | +38.9% | -49.7% | -21.5% |
| 6M | +2.4% | +6.1% | -3.8% | -1.9% |
| YTD | -28.5% | +14.5% | -43.0% | -33.5% |
| 1Y | -36.3% | +46.0% | -82.3% | -46.5% |
| 3Y | +743.7% | +36.4% | +707.3% | +543.5% |
| 5Y | +118.6% | -67.5% | +186.2% | +198.0% |
| All | +132.4% | -71.1% | +203.4% | +125.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling