+237.0%
HOOD vs CNH
+5.0%
+232.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -5.6% | +1.6% | -1.4% |
| 7D | +13.4% | +8.8% | +4.6% | +9.0% |
| 30D | +25.8% | +24.7% | +1.1% | +13.4% |
| 3M | +38.0% | +27.3% | +10.6% | +21.8% |
| 6M | +52.2% | +23.2% | +29.1% | +34.4% |
| YTD | +3.7% | +48.9% | -45.2% | -18.3% |
| 1Y | +0.1% | +19.4% | -19.4% | -11.4% |
| 3Y | +992.6% | +7.8% | +984.8% | +892.5% |
| 5Y | +193.0% | +8.7% | +184.3% | +170.1% |
| All | +237.0% | +5.0% | +232.0% | +204.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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