+132.4%
HOOD vs CAPR
+85.6%
+46.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.7% | -1.4% | +3.0% |
| 7D | -4.8% | +41.1% | -45.9% | -6.0% |
| 30D | -26.1% | +11.1% | -37.2% | -26.5% |
| 3M | -10.8% | +115.3% | -126.1% | -14.1% |
| 6M | +2.4% | -73.8% | +76.2% | +4.6% |
| YTD | -28.5% | -68.8% | +40.4% | -27.5% |
| 1Y | -36.3% | +43.3% | -79.6% | -44.1% |
| 3Y | +743.7% | +214.7% | +529.0% | +466.7% |
| 5Y | +118.6% | +141.3% | -22.7% | +20.7% |
| All | +132.4% | +85.6% | +46.8% | +35.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling