+223.3%
HOOD vs CARR
+16.2%
+207.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.6% |
| 7D | -7.8% | -3.8% | -4.0% | -5.5% |
| 30D | +18.6% | -8.9% | +27.5% | +26.0% |
| 3M | +22.1% | -17.3% | +39.4% | +35.7% |
| 6M | +43.1% | -1.4% | +44.4% | +36.6% |
| YTD | -0.5% | +10.0% | -10.5% | -13.6% |
| 1Y | -4.4% | -6.4% | +2.0% | -6.3% |
| 3Y | +938.5% | +1.5% | +936.9% | +802.2% |
| 5Y | +173.4% | +9.3% | +164.1% | +128.6% |
| All | +223.3% | +16.2% | +207.1% | +140.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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