+250.7%
HOOD vs CAG
-40.4%
+291.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -2.3% |
| 7D | +17.1% | -3.8% | +20.9% | +16.3% |
| 30D | +31.6% | +3.1% | +28.5% | +32.4% |
| 3M | +38.2% | +23.5% | +14.8% | +44.8% |
| 6M | +48.5% | -14.8% | +63.4% | +44.3% |
| YTD | +8.0% | -5.4% | +13.4% | +7.2% |
| 1Y | +18.7% | -11.8% | +30.5% | +16.7% |
| 3Y | +999.1% | -36.7% | +1,035.8% | +927.4% |
| 5Y | +181.7% | -40.3% | +221.9% | +163.1% |
| All | +250.7% | -40.4% | +291.1% | +235.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling