+122.7%
HOOD vs CL
+43.4%
+79.3%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.8% | -6.1% | -3.9% |
| 7D | -3.8% | +3.2% | -7.0% | -3.1% |
| 30D | -23.0% | +8.0% | -31.0% | -21.5% |
| 3M | -21.6% | +7.9% | -29.5% | -20.2% |
| 6M | +1.4% | +14.7% | -13.3% | +4.9% |
| YTD | -31.2% | +29.2% | -60.3% | -27.2% |
| 1Y | -35.9% | +29.5% | -65.5% | -32.1% |
| 3Y | +836.9% | +40.7% | +796.3% | +875.9% |
| All | +122.7% | +43.4% | +79.3% | +112.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 5y: compounded portfolio wealth divided by compounded CL 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…
5y analysis · Full analysis span regression · 6 months rolling