+189.8%
HOOD vs CLS
+3,233.5%
-3,043.7%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.4% |
| 7D | +17.1% | +4.6% | +12.6% | +15.0% |
| 30D | +31.6% | -13.9% | +45.5% | +39.4% |
| 3M | +38.2% | -26.6% | +64.8% | +53.7% |
| 6M | +48.5% | +15.4% | +33.1% | +28.8% |
| YTD | +8.0% | +5.7% | +2.3% | -4.7% |
| 1Y | +18.7% | +41.1% | -22.5% | -11.6% |
| 3Y | +999.1% | +1,228.6% | -229.5% | +127.0% |
| All | +189.8% | +3,233.5% | -3,043.7% | -68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling