+1,037.0%
HOOD vs CG
+60.2%
+976.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -0.7% |
| 7D | +17.1% | -4.3% | +21.4% | +21.5% |
| 30D | +31.6% | -5.1% | +36.7% | +37.6% |
| 3M | +38.2% | +8.7% | +29.6% | +27.6% |
| 6M | +48.5% | -9.2% | +57.8% | +59.9% |
| YTD | +8.0% | -18.9% | +26.8% | +27.5% |
| 1Y | +18.7% | -25.6% | +44.3% | +49.1% |
| All | +1,037.0% | +60.2% | +976.7% | +724.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling