+250.7%
HOOD vs CBOE
+172.4%
+78.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +17.1% | -3.6% | +20.7% | +17.3% |
| 30D | +31.6% | +5.1% | +26.5% | +31.3% |
| 3M | +38.2% | +4.6% | +33.6% | +38.1% |
| 6M | +48.5% | -0.3% | +48.8% | +48.4% |
| YTD | +8.0% | +19.8% | -11.8% | +5.4% |
| 1Y | +18.7% | +28.4% | -9.7% | +14.9% |
| 3Y | +999.1% | +104.1% | +895.0% | +742.2% |
| 5Y | +181.7% | +150.9% | +30.8% | +80.3% |
| All | +250.7% | +172.4% | +78.3% | +111.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling