+132.4%
HOOD vs CP
+31.0%
+101.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.7% | +4.9% | +4.3% |
| 7D | -4.8% | +2.8% | -7.6% | -6.5% |
| 30D | -26.1% | +10.2% | -36.3% | -30.7% |
| 3M | -10.8% | +2.4% | -13.2% | -12.0% |
| 6M | +2.4% | +7.7% | -5.3% | -3.2% |
| YTD | -28.5% | +26.0% | -54.5% | -39.7% |
| 1Y | -36.3% | +34.6% | -71.0% | -48.7% |
| 3Y | +743.7% | +26.7% | +717.0% | +606.8% |
| 5Y | +118.6% | +24.9% | +93.7% | +80.9% |
| All | +132.4% | +31.0% | +101.4% | +93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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