+133.6%
HOOD vs CLX
-29.3%
+162.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.4% | -2.3% |
| 7D | -5.1% | +13.6% | -18.7% | -4.5% |
| 30D | -25.4% | +29.1% | -54.5% | -24.5% |
| 3M | -14.0% | +1.6% | -15.5% | -14.0% |
| 6M | +5.6% | +18.7% | -13.1% | +6.7% |
| YTD | -28.1% | +11.1% | -39.2% | -27.5% |
| 1Y | -40.1% | +7.0% | -47.1% | -39.7% |
| 3Y | +888.2% | -10.0% | +898.2% | +886.7% |
| 5Y | +135.8% | -22.6% | +158.4% | +122.3% |
| All | +133.6% | -29.3% | +162.9% | +93.1% |
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