+133.6%
HOOD vs ABCL
-23.1%
+156.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.3% |
| 7D | -5.1% | +2.3% | -7.4% | -5.8% |
| 30D | -25.4% | -0.7% | -24.7% | -25.6% |
| 3M | -14.0% | +33.4% | -47.4% | -24.2% |
| 6M | +5.6% | +137.8% | -132.2% | -29.9% |
| YTD | -28.1% | +264.3% | -292.4% | -60.5% |
| 1Y | -40.1% | +209.2% | -249.3% | -64.9% |
| 3Y | +888.2% | +208.4% | +679.8% | +403.4% |
| 5Y | +135.8% | -11.9% | +147.7% | +74.3% |
| All | +133.6% | -23.1% | +156.7% | +77.7% |
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