+250.7%
HOOD vs ABCL
-29.4%
+280.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.6% |
| 7D | +17.1% | +0.7% | +16.4% | +16.9% |
| 30D | +31.6% | +93.1% | -61.5% | -1.0% |
| 3M | +38.2% | +79.4% | -41.2% | +4.8% |
| 6M | +48.5% | +214.9% | -166.3% | -11.0% |
| YTD | +8.0% | +234.2% | -226.2% | -37.9% |
| 1Y | +18.7% | +174.8% | -156.1% | -28.0% |
| 3Y | +999.1% | +104.5% | +894.6% | +568.6% |
| 5Y | +181.7% | -39.0% | +220.7% | +123.1% |
| All | +250.7% | -29.4% | +280.1% | +179.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling