+223.3%
HOOD vs CBOE
+156.6%
+66.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.6% | -0.6% |
| 7D | -7.8% | -5.8% | -2.0% | -7.6% |
| 30D | +18.6% | -3.1% | +21.8% | +18.8% |
| 3M | +22.1% | -4.8% | +26.8% | +22.6% |
| 6M | +43.1% | -0.6% | +43.6% | +42.5% |
| YTD | -0.5% | +12.8% | -13.3% | -2.6% |
| 1Y | -4.4% | +19.8% | -24.2% | -7.1% |
| 3Y | +938.5% | +86.9% | +851.5% | +712.8% |
| 5Y | +173.4% | +136.5% | +36.9% | +74.9% |
| All | +223.3% | +156.6% | +66.7% | +95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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