+139.3%
HOOD vs CB
+132.3%
+7.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.0% |
| 7D | -0.6% | -1.5% | +0.9% | -0.5% |
| 30D | -23.6% | +6.5% | -30.1% | -23.9% |
| 3M | -10.7% | +4.1% | -14.8% | -11.0% |
| 6M | +8.2% | +14.4% | -6.2% | +6.8% |
| YTD | -26.3% | +17.5% | -43.8% | -27.8% |
| 1Y | -36.1% | +27.5% | -63.6% | -38.4% |
| 3Y | +950.7% | +71.6% | +879.1% | +811.5% |
| 5Y | +127.0% | +100.6% | +26.4% | +78.0% |
| All | +139.3% | +132.3% | +7.0% | +128.7% |
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