+250.7%
HOOD vs CLF
-47.9%
+298.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.8% | -3.9% | -2.7% |
| 7D | +17.1% | +7.6% | +9.5% | +14.2% |
| 30D | +31.6% | -1.2% | +32.8% | +31.9% |
| 3M | +38.2% | -13.4% | +51.6% | +42.6% |
| 6M | +48.5% | +15.4% | +33.1% | +37.9% |
| YTD | +8.0% | -5.9% | +13.8% | +5.5% |
| 1Y | +18.7% | +18.8% | -0.2% | +4.6% |
| 3Y | +999.1% | -19.4% | +1,018.5% | +922.2% |
| 5Y | +181.7% | -47.7% | +229.4% | +192.1% |
| All | +250.7% | -47.9% | +298.6% | +273.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling