+123.6%
HOOD vs CLX
-27.4%
+151.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.2% | -5.5% | -4.2% |
| 7D | -3.8% | +9.5% | -13.3% | -3.4% |
| 30D | -23.0% | +30.7% | -53.7% | -22.0% |
| 3M | -21.6% | +4.2% | -25.9% | -21.6% |
| 6M | +1.4% | +22.1% | -20.7% | +2.7% |
| YTD | -31.2% | +14.1% | -45.2% | -30.5% |
| 1Y | -35.9% | +10.3% | -46.2% | -35.4% |
| 3Y | +836.9% | -7.8% | +844.7% | +836.7% |
| 5Y | +121.1% | -20.8% | +142.0% | +107.7% |
| All | +123.6% | -27.4% | +151.0% | +85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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