+133.6%
HOOD vs CLF
-45.5%
+179.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.6% |
| 7D | +3.8% | +16.0% | -12.2% | -1.1% |
| 30D | -26.4% | +1.6% | -28.0% | -27.5% |
| 3M | -14.3% | +6.7% | -21.0% | -17.5% |
| 6M | +3.9% | +21.1% | -17.2% | -6.1% |
| YTD | -28.1% | -1.6% | -26.5% | -31.8% |
| 1Y | -38.8% | +18.5% | -57.3% | -45.6% |
| 3Y | +888.5% | -21.0% | +909.5% | +813.9% |
| 5Y | +131.0% | -41.4% | +172.4% | +118.0% |
| All | +133.6% | -45.5% | +179.2% | +141.7% |
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