+250.7%
HOOD vs COF
+47.8%
+202.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.8% |
| 7D | +17.1% | +1.8% | +15.3% | +15.7% |
| 30D | +31.6% | -0.6% | +32.2% | +32.4% |
| 3M | +38.2% | +20.3% | +18.0% | +18.3% |
| 6M | +48.5% | +13.0% | +35.5% | +34.1% |
| YTD | +8.0% | -8.3% | +16.3% | +14.4% |
| 1Y | +18.7% | -1.5% | +20.1% | +17.8% |
| 3Y | +999.1% | +122.3% | +876.8% | +507.8% |
| 5Y | +181.7% | +52.5% | +129.2% | +98.6% |
| All | +250.7% | +47.8% | +202.9% | +168.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling