+250.7%
HOOD vs CFG
+99.7%
+151.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.0% |
| 7D | +17.1% | +1.5% | +15.6% | +16.0% |
| 30D | +31.6% | -3.8% | +35.4% | +35.3% |
| 3M | +38.2% | +11.5% | +26.8% | +26.4% |
| 6M | +48.5% | +19.2% | +29.3% | +29.2% |
| YTD | +8.0% | +23.7% | -15.7% | -8.8% |
| 1Y | +18.7% | +38.8% | -20.2% | -8.1% |
| 3Y | +999.1% | +178.9% | +820.2% | +451.8% |
| 5Y | +181.7% | +101.8% | +79.9% | +85.4% |
| All | +250.7% | +99.7% | +151.0% | +138.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling