+122.7%
HOOD vs CFG
+61.7%
+61.0%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -4.9% | -4.8% |
| 7D | -3.8% | +3.2% | -7.0% | -6.0% |
| 30D | -23.0% | +5.1% | -28.1% | -25.6% |
| 3M | -21.6% | -11.2% | -10.4% | -14.2% |
| 6M | +1.4% | +9.6% | -8.1% | -6.2% |
| YTD | -31.2% | +15.0% | -46.1% | -38.8% |
| 1Y | -35.9% | +29.9% | -65.8% | -48.1% |
| 3Y | +836.9% | +192.1% | +644.9% | +352.5% |
| All | +122.7% | +61.7% | +61.0% | +54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling