+237.0%
HOOD vs CG
+13.4%
+223.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.2% | -1.7% | -2.2% |
| 7D | +13.4% | -1.3% | +14.6% | +14.8% |
| 30D | +25.8% | -3.2% | +28.9% | +29.4% |
| 3M | +38.0% | +6.2% | +31.8% | +30.0% |
| 6M | +52.2% | -4.7% | +56.9% | +57.1% |
| YTD | +3.7% | -20.6% | +24.4% | +24.1% |
| 1Y | +0.1% | -26.4% | +26.4% | +25.8% |
| 3Y | +992.6% | +55.4% | +937.2% | +655.3% |
| 5Y | +193.0% | +9.8% | +183.2% | +177.8% |
| All | +237.0% | +13.4% | +223.5% | +218.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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