+142.9%
HOOD vs CLX
-29.1%
+172.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +4.0% |
| 7D | -3.2% | +7.8% | -11.0% | -2.9% |
| 30D | -22.6% | +28.5% | -51.1% | -21.6% |
| 3M | -10.4% | +1.3% | -11.7% | -10.5% |
| 6M | +4.7% | +23.4% | -18.7% | +6.0% |
| YTD | -25.2% | +11.4% | -36.6% | -24.6% |
| 1Y | -35.9% | +6.9% | -42.8% | -35.4% |
| 3Y | +927.7% | -9.8% | +937.5% | +926.3% |
| 5Y | +147.5% | -22.7% | +170.2% | +132.4% |
| All | +142.9% | -29.1% | +172.0% | +100.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling