+131.0%
HOOD vs ABCL
-23.2%
+154.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.8% | -1.1% | -2.7% |
| 7D | +3.8% | +4.4% | -0.6% | +1.9% |
| 30D | -26.4% | -7.9% | -18.5% | -24.4% |
| 3M | -14.3% | +12.2% | -26.5% | -19.7% |
| 6M | +3.9% | +134.7% | -130.8% | -32.5% |
| YTD | -28.1% | +239.8% | -267.8% | -60.9% |
| 1Y | -38.8% | +192.7% | -231.5% | -64.5% |
| 3Y | +888.5% | +187.6% | +700.8% | +390.9% |
| 5Y | +131.0% | -22.6% | +153.7% | +86.7% |
| All | +131.0% | -23.2% | +154.2% | +86.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling