+672.8%
HOOD vs CART
+38.4%
+634.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.6% | +2.6% | +3.0% |
| 7D | -4.8% | +3.0% | -7.8% | -5.7% |
| 30D | -26.1% | +28.6% | -54.7% | -32.8% |
| 3M | -10.8% | +29.1% | -39.9% | -19.5% |
| 6M | +2.4% | +44.7% | -42.4% | -12.6% |
| YTD | -28.5% | +29.2% | -57.7% | -36.7% |
| 1Y | -36.3% | +66.2% | -102.5% | -49.5% |
| 3Y | +743.7% | +112.8% | +630.9% | +493.1% |
| All | +672.8% | +38.4% | +634.4% | +454.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling