-40.1%
HOOD vs CART
+51.1%
-91.3%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -5.1% | +0.3% | -5.4% | -5.1% |
| 30D | -25.4% | +22.4% | -47.8% | -28.7% |
| 3M | -14.0% | +15.6% | -29.6% | -16.8% |
| 6M | +5.6% | +44.9% | -39.3% | -4.3% |
| YTD | -28.1% | +30.0% | -58.1% | -38.5% |
| 1Y | -40.1% | +56.6% | -96.8% | -49.3% |
| All | -40.1% | +51.1% | -91.3% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 1y: compounded portfolio wealth divided by compounded CART 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…
1y analysis · Full analysis span regression · 6 months rolling