+1,037.0%
HOOD vs CAG
-36.4%
+1,073.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -2.3% |
| 7D | +17.1% | -3.8% | +20.9% | +16.0% |
| 30D | +31.6% | +3.1% | +28.5% | +32.6% |
| 3M | +38.2% | +23.5% | +14.8% | +46.9% |
| 6M | +48.5% | -14.8% | +63.4% | +42.3% |
| YTD | +8.0% | -5.4% | +13.4% | +6.6% |
| 1Y | +18.7% | -11.8% | +30.5% | +15.6% |
| All | +1,037.0% | -36.4% | +1,073.3% | +898.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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