+225.5%
HOOD vs COF
+39.4%
+186.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -0.2% |
| 7D | -9.1% | -6.1% | -3.1% | -4.3% |
| 30D | +20.1% | -5.2% | +25.2% | +25.7% |
| 3M | +31.2% | +17.0% | +14.2% | +15.0% |
| 6M | +44.3% | +12.9% | +31.4% | +30.4% |
| YTD | +0.2% | -13.5% | +13.7% | +11.4% |
| 1Y | -3.5% | -5.9% | +2.3% | -0.5% |
| 3Y | +955.2% | +117.1% | +838.1% | +497.0% |
| 5Y | +175.3% | +45.4% | +129.9% | +102.5% |
| All | +225.5% | +39.4% | +186.1% | +161.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 COF 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