+231.1%
HOOD vs CLX
-41.4%
+272.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.9% |
| 7D | +7.7% | -4.9% | +12.7% | +7.4% |
| 30D | +22.0% | -15.8% | +37.8% | +20.7% |
| 3M | +37.6% | -7.9% | +45.5% | +37.2% |
| 6M | +45.3% | -19.0% | +64.3% | +44.0% |
| YTD | +1.9% | -7.9% | +9.9% | +1.9% |
| 1Y | -2.7% | -25.4% | +22.7% | -3.8% |
| 3Y | +973.4% | -35.0% | +1,008.4% | +949.7% |
| 5Y | +179.3% | -36.8% | +216.0% | +153.6% |
| All | +231.1% | -41.4% | +272.5% | +171.2% |
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