+963.5%
HOOD vs CARR
+2.2%
+961.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -0.9% |
| 7D | +7.7% | +0.6% | +7.1% | +7.6% |
| 30D | +22.0% | -8.7% | +30.6% | +27.2% |
| 3M | +37.6% | -18.4% | +56.0% | +49.2% |
| 6M | +45.3% | -0.6% | +45.9% | +39.3% |
| YTD | +1.9% | +10.9% | -9.0% | -9.5% |
| 1Y | -2.7% | -7.3% | +4.6% | -3.5% |
| All | +963.5% | +2.2% | +961.2% | +885.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling