+836.9%
HOOD vs CLF
-22.9%
+859.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.2% | -1.1% | -3.3% |
| 7D | -3.8% | +10.4% | -14.2% | -6.7% |
| 30D | -23.0% | +0.6% | -23.5% | -23.8% |
| 3M | -21.6% | +4.1% | -25.8% | -23.8% |
| 6M | +1.4% | +15.1% | -13.7% | -6.2% |
| YTD | -31.2% | -4.7% | -26.4% | -33.8% |
| 1Y | -35.9% | +20.4% | -56.3% | -43.2% |
| 3Y | +836.9% | -23.4% | +860.3% | +850.6% |
| All | +836.9% | -22.9% | +859.9% | +850.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling