+917.8%
HOOD vs CFG
+192.0%
+725.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.9% | +3.1% | +3.2% |
| 7D | -3.2% | -0.8% | -2.4% | -2.3% |
| 30D | -22.6% | +3.1% | -25.7% | -24.4% |
| 3M | -10.4% | -9.7% | -0.7% | -1.8% |
| 6M | +4.7% | +6.7% | -2.0% | -2.7% |
| YTD | -25.2% | +15.2% | -40.4% | -35.6% |
| 1Y | -35.9% | +28.8% | -64.7% | -50.4% |
| All | +917.8% | +192.0% | +725.8% | +383.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 3y: compounded portfolio wealth divided by compounded CFG 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…
3y analysis · Full analysis span regression · 6 months rolling