+133.6%
HOOD vs CG
-2.8%
+136.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.3% | +0.5% | -0.4% |
| 7D | +3.8% | -1.5% | +5.3% | +4.8% |
| 30D | -26.4% | +5.7% | -32.1% | -29.9% |
| 3M | -14.3% | -17.9% | +3.6% | +0.1% |
| 6M | +3.9% | -20.2% | +24.1% | +23.0% |
| YTD | -28.1% | -32.0% | +3.9% | -3.1% |
| 1Y | -38.8% | -27.0% | -11.8% | -22.0% |
| 3Y | +888.5% | +42.8% | +845.7% | +631.4% |
| 5Y | +131.0% | -23.4% | +154.5% | +141.8% |
| All | +133.6% | -2.8% | +136.5% | +148.4% |
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