+139.3%
HOOD vs CIFR
-31.4%
+170.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.0% | -1.1% | +2.0% |
| 7D | -0.6% | -0.7% | +0.1% | -1.8% |
| 30D | -23.6% | -49.6% | +26.1% | -12.1% |
| 3M | -10.7% | -60.4% | +49.7% | +7.0% |
| 6M | +8.2% | -66.9% | +75.0% | +29.0% |
| YTD | -26.3% | -53.9% | +27.5% | -20.7% |
| 1Y | -36.1% | -67.1% | +31.0% | -26.3% |
| 3Y | +950.7% | +118.3% | +832.4% | +574.0% |
| 5Y | +127.0% | -26.9% | +153.9% | +25.3% |
| All | +139.3% | -31.4% | +170.6% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CIFR.
Daily Out/Under-Performance
Portfolio return minus CIFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIFR 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 CIFR 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