+139.3%
HOOD vs CNH
-1.1%
+140.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +10.9% | -7.9% | -1.9% |
| 7D | -0.6% | +8.6% | -9.2% | -4.2% |
| 30D | -23.6% | +12.6% | -36.1% | -27.7% |
| 3M | -10.7% | +17.5% | -28.2% | -17.8% |
| 6M | +8.2% | +18.1% | -9.9% | -2.3% |
| YTD | -26.3% | +40.4% | -66.7% | -40.8% |
| 1Y | -36.1% | +34.0% | -70.1% | -47.5% |
| 3Y | +950.7% | +35.3% | +915.4% | +749.2% |
| 5Y | +127.0% | -5.1% | +132.1% | +108.9% |
| All | +139.3% | -1.1% | +140.4% | +120.6% |
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