+139.3%
HOOD vs CLF
-48.9%
+188.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +7.0% | -4.0% | +0.7% |
| 7D | -0.6% | -14.1% | +13.5% | +4.1% |
| 30D | -23.6% | -5.5% | -18.0% | -22.9% |
| 3M | -10.7% | 0.0% | -10.7% | -12.2% |
| 6M | +8.2% | +11.3% | -3.1% | +0.6% |
| YTD | -26.3% | -7.7% | -18.6% | -28.6% |
| 1Y | -36.1% | +17.5% | -53.6% | -43.2% |
| 3Y | +950.7% | -25.4% | +976.1% | +889.9% |
| 5Y | +127.0% | -46.0% | +173.0% | +120.1% |
| All | +139.3% | -48.9% | +188.2% | +152.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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