+950.7%
HOOD vs CLX
-10.0%
+960.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.6% | -2.6% | +3.4% |
| 7D | -0.6% | +17.4% | -18.0% | +0.7% |
| 30D | -23.6% | +27.8% | -51.3% | -22.0% |
| 3M | -10.7% | +3.0% | -13.7% | -10.7% |
| 6M | +8.2% | +17.5% | -9.4% | +10.3% |
| YTD | -26.3% | +10.0% | -36.3% | -25.1% |
| 1Y | -36.1% | +3.3% | -39.4% | -35.4% |
| 3Y | +950.7% | -10.1% | +960.8% | +1,059.9% |
| All | +950.7% | -10.0% | +960.7% | +1,059.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling