+133.6%
HOOD vs CAPR
+82.9%
+50.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -9.9% | +7.6% | -2.0% |
| 7D | -5.1% | +7.6% | -12.7% | -5.3% |
| 30D | -25.4% | +13.3% | -38.7% | -25.8% |
| 3M | -14.0% | +130.4% | -144.3% | -17.4% |
| 6M | +5.6% | -70.8% | +76.4% | +7.4% |
| YTD | -28.1% | -69.3% | +41.2% | -27.1% |
| 1Y | -40.1% | +59.5% | -99.7% | -48.1% |
| 3Y | +888.2% | +216.8% | +671.4% | +561.8% |
| 5Y | +135.8% | +152.7% | -16.9% | +30.1% |
| All | +133.6% | +82.9% | +50.7% | +35.8% |
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