+123.6%
HOOD vs CB
+140.2%
-16.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.1% | -5.4% | -4.4% |
| 7D | -3.8% | +2.9% | -6.7% | -3.9% |
| 30D | -23.0% | +7.3% | -30.3% | -23.3% |
| 3M | -21.6% | +9.4% | -31.0% | -22.1% |
| 6M | +1.4% | +19.6% | -18.2% | -0.2% |
| YTD | -31.2% | +21.5% | -52.6% | -32.7% |
| 1Y | -35.9% | +28.0% | -63.9% | -38.0% |
| 3Y | +836.9% | +74.9% | +762.1% | +715.4% |
| 5Y | +121.1% | +108.1% | +13.0% | +72.9% |
| All | +123.6% | +140.2% | -16.6% | +113.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 10y: compounded portfolio wealth divided by compounded CB 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…
10y analysis · Full analysis span regression · 6 months rolling