+734.9%
HOOD vs CART
+41.0%
+693.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.5% | +1.5% |
| 7D | -4.4% | +1.4% | -5.8% | -4.8% |
| 30D | -23.4% | +29.7% | -53.1% | -30.6% |
| 3M | -6.5% | +29.7% | -36.2% | -15.8% |
| 6M | +14.2% | +36.8% | -22.6% | -0.5% |
| YTD | -22.7% | +31.7% | -54.4% | -32.2% |
| 1Y | -36.1% | +62.4% | -98.5% | -48.8% |
| 3Y | +802.1% | +120.1% | +682.0% | +527.7% |
| All | +734.9% | +41.0% | +693.9% | +494.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling