+133.6%
HOOD vs CLF
-46.4%
+180.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.9% | -7.3% | -4.0% |
| 7D | -5.1% | -9.1% | +4.0% | -2.4% |
| 30D | -25.4% | -0.9% | -24.5% | -26.0% |
| 3M | -14.0% | +3.0% | -16.9% | -16.2% |
| 6M | +5.6% | +16.7% | -11.1% | -3.4% |
| YTD | -28.1% | -3.2% | -24.9% | -31.5% |
| 1Y | -40.1% | +24.6% | -64.8% | -47.8% |
| 3Y | +888.2% | -22.3% | +910.5% | +818.2% |
| 5Y | +135.8% | -41.2% | +177.0% | +122.2% |
| All | +133.6% | -46.4% | +180.0% | +142.8% |
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