+250.7%
HOOD vs CASY
+294.0%
-43.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | +17.1% | +0.1% | +17.0% | +17.1% |
| 30D | +31.6% | -11.3% | +42.9% | +37.0% |
| 3M | +38.2% | -0.6% | +38.9% | +35.5% |
| 6M | +48.5% | +10.7% | +37.8% | +38.2% |
| YTD | +8.0% | +37.1% | -29.2% | -9.2% |
| 1Y | +18.7% | +52.3% | -33.6% | -5.4% |
| 3Y | +999.1% | +215.2% | +783.9% | +575.9% |
| 5Y | +181.7% | +276.5% | -94.8% | +12.8% |
| All | +250.7% | +294.0% | -43.3% | +152.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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