+142.9%
HOOD vs CLS
+2,584.2%
-2,441.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +8.5% | -4.5% | +0.5% |
| 7D | -3.2% | +2.8% | -6.0% | -4.4% |
| 30D | -22.6% | -30.1% | +7.5% | -11.2% |
| 3M | -10.4% | -21.7% | +11.4% | -3.1% |
| 6M | +4.7% | -36.2% | +40.9% | +18.4% |
| YTD | -25.2% | -17.8% | -7.4% | -28.0% |
| 1Y | -35.9% | -26.8% | -9.1% | -35.6% |
| 3Y | +927.7% | +853.4% | +74.3% | +162.7% |
| 5Y | +147.5% | +2,005.0% | -1,857.5% | -62.6% |
| All | +142.9% | +2,584.2% | -2,441.3% | -65.9% |
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