+139.3%
HOOD vs ABCL
-22.8%
+162.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.2% | -2.2% | +1.0% |
| 7D | -0.6% | +12.4% | -13.0% | -4.9% |
| 30D | -23.6% | -0.4% | -23.2% | -23.8% |
| 3M | -10.7% | +80.4% | -91.1% | -31.5% |
| 6M | +8.2% | +138.5% | -130.4% | -28.3% |
| YTD | -26.3% | +265.5% | -291.8% | -59.6% |
| 1Y | -36.1% | +219.7% | -255.8% | -62.9% |
| 3Y | +950.7% | +209.4% | +741.3% | +434.6% |
| 5Y | +127.0% | -15.0% | +142.1% | +68.4% |
| All | +139.3% | -22.8% | +162.1% | +81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling