+142.9%
HOOD vs CLF
-45.2%
+188.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.2% | +1.8% | +3.3% |
| 7D | -3.2% | +2.3% | -5.6% | -3.9% |
| 30D | -22.6% | +1.9% | -24.5% | -23.8% |
| 3M | -10.4% | +5.9% | -16.3% | -13.5% |
| 6M | +4.7% | +16.9% | -12.2% | -4.2% |
| YTD | -25.2% | -1.1% | -24.2% | -29.2% |
| 1Y | -35.9% | +28.8% | -64.7% | -44.7% |
| 3Y | +927.7% | -20.6% | +948.3% | +848.5% |
| 5Y | +147.5% | -41.5% | +189.0% | +133.7% |
| All | +142.9% | -45.2% | +188.2% | +150.8% |
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