+175.3%
HOOD vs CARR
+6.4%
+168.9%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -0.3% |
| 7D | -9.1% | -4.1% | -5.0% | -6.8% |
| 30D | +20.1% | -11.0% | +31.0% | +29.1% |
| 3M | +31.2% | -16.4% | +47.6% | +44.4% |
| 6M | +44.3% | -2.4% | +46.7% | +38.9% |
| YTD | +0.2% | +8.4% | -8.2% | -11.7% |
| 1Y | -3.5% | -8.0% | +4.5% | -4.2% |
| 3Y | +955.2% | +0.6% | +954.6% | +830.9% |
| 5Y | +175.3% | +7.7% | +167.5% | +97.9% |
| All | +175.3% | +6.4% | +168.9% | +97.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling