+139.3%
HOOD vs CLS
+2,363.2%
-2,223.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +7.9% | -4.9% | -0.3% |
| 7D | -0.6% | -10.6% | +9.9% | +3.7% |
| 30D | -23.6% | -38.4% | +14.9% | -7.6% |
| 3M | -10.7% | -29.9% | +19.2% | +1.2% |
| 6M | +8.2% | -40.6% | +48.8% | +26.1% |
| YTD | -26.3% | -24.6% | -1.7% | -26.4% |
| 1Y | -36.1% | -30.8% | -5.3% | -34.3% |
| 3Y | +950.7% | +811.7% | +139.0% | +172.6% |
| 5Y | +127.0% | +1,838.4% | -1,711.4% | -64.5% |
| All | +139.3% | +2,363.2% | -2,223.9% | -65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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