+133.6%
HOOD vs CHRW
+69.8%
+63.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.5% | -4.3% | -4.0% |
| 7D | +3.8% | +4.7% | -1.0% | +2.1% |
| 30D | -26.4% | -2.6% | -23.8% | -25.8% |
| 3M | -14.3% | -8.0% | -6.3% | -12.5% |
| 6M | +3.9% | -19.0% | +22.9% | +9.7% |
| YTD | -28.1% | -15.5% | -12.6% | -26.0% |
| 1Y | -38.8% | -10.8% | -28.0% | -38.3% |
| 3Y | +888.5% | +79.8% | +808.6% | +607.4% |
| 5Y | +131.0% | +59.3% | +71.8% | +82.8% |
| All | +133.6% | +69.8% | +63.8% | +86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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