+123.6%
HOOD vs CAH
+423.6%
-300.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.1% | -5.4% | -4.6% |
| 7D | -3.8% | +3.5% | -7.2% | -4.6% |
| 30D | -23.0% | +13.5% | -36.4% | -25.5% |
| 3M | -21.6% | +21.8% | -43.5% | -25.7% |
| 6M | +1.4% | +51.5% | -50.1% | -10.0% |
| YTD | -31.2% | +38.1% | -69.2% | -37.6% |
| 1Y | -35.9% | +37.7% | -73.6% | -42.0% |
| 3Y | +836.9% | +179.6% | +657.3% | +530.5% |
| 5Y | +121.1% | +504.9% | -383.8% | -16.2% |
| All | +123.6% | +423.6% | -300.0% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 10y: compounded portfolio wealth divided by compounded CAH 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…
10y analysis · Full analysis span regression · 6 months rolling