+133.6%
HOOD vs CF
+182.7%
-49.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.6% | -5.0% | -2.5% |
| 7D | -5.1% | +4.8% | -9.8% | -5.3% |
| 30D | -25.4% | +9.7% | -35.1% | -25.8% |
| 3M | -14.0% | +1.2% | -15.2% | -14.1% |
| 6M | +5.6% | +7.4% | -1.8% | +4.6% |
| YTD | -28.1% | +60.5% | -88.6% | -34.2% |
| 1Y | -40.1% | +50.7% | -90.9% | -44.7% |
| 3Y | +888.2% | +64.8% | +823.4% | +785.0% |
| 5Y | +135.8% | +115.8% | +20.0% | +82.5% |
| All | +133.6% | +182.7% | -49.1% | +76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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