+139.3%
HOOD vs CAPR
+103.1%
+36.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +9.4% | -6.5% | +2.6% |
| 7D | -0.6% | +36.0% | -36.7% | -1.7% |
| 30D | -23.6% | +25.8% | -49.4% | -24.3% |
| 3M | -10.7% | +140.8% | -151.5% | -14.4% |
| 6M | +8.2% | -67.6% | +75.7% | +9.6% |
| YTD | -26.3% | -65.9% | +39.5% | -25.6% |
| 1Y | -36.1% | +66.1% | -102.2% | -44.4% |
| 3Y | +950.7% | +256.9% | +693.8% | +599.6% |
| 5Y | +127.0% | +172.1% | -45.1% | +24.9% |
| All | +139.3% | +103.1% | +36.2% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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