+717.4%
HOOD vs CART
+111.7%
+605.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -2.4% | -7.9% | -9.4% |
| 7D | -14.4% | +1.2% | -15.6% | -14.7% |
| 30D | -30.0% | +27.1% | -57.1% | -36.4% |
| 3M | -15.5% | +27.4% | -43.0% | -23.8% |
| 6M | +1.8% | +32.1% | -30.4% | -10.8% |
| YTD | -30.7% | +28.5% | -59.2% | -39.0% |
| 1Y | -45.0% | +58.8% | -103.8% | -56.2% |
| All | +717.4% | +111.7% | +605.7% | +455.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling