-40.5%
HOOD vs CG
-23.0%
-17.4%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.7% | +3.9% | +3.7% |
| 7D | -4.8% | -1.2% | -3.6% | -3.6% |
| 30D | -26.1% | +5.0% | -31.1% | -29.1% |
| 3M | -10.8% | -18.2% | +7.4% | +5.5% |
| 6M | +2.4% | -20.7% | +23.1% | +24.7% |
| YTD | -28.5% | -31.4% | +3.0% | -3.1% |
| All | -40.5% | -23.0% | -17.4% | -31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling