+743.7%
HOOD vs ABCL
+156.0%
+587.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +6.7% | -3.5% | +0.9% |
| 7D | -4.8% | -3.2% | -1.6% | -3.9% |
| 30D | -26.1% | -7.4% | -18.7% | -24.4% |
| 3M | -10.8% | +81.9% | -92.7% | -30.4% |
| 6M | +2.4% | +135.7% | -133.4% | -30.0% |
| YTD | -28.5% | +247.4% | -275.8% | -58.5% |
| 1Y | -36.3% | +162.3% | -198.6% | -59.4% |
| 3Y | +743.7% | +165.5% | +578.2% | +371.8% |
| All | +743.7% | +156.0% | +587.7% | +371.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling