+133.6%
HOOD vs CP
+34.4%
+99.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.9% | -4.7% | -4.4% |
| 7D | +3.8% | +0.9% | +2.9% | +3.1% |
| 30D | -26.4% | +10.3% | -36.7% | -31.0% |
| 3M | -14.3% | +2.3% | -16.6% | -15.4% |
| 6M | +3.9% | +10.7% | -6.8% | -3.4% |
| YTD | -28.1% | +29.3% | -57.4% | -40.3% |
| 1Y | -38.8% | +31.5% | -70.3% | -49.8% |
| 3Y | +888.5% | +36.7% | +851.7% | +692.4% |
| 5Y | +131.0% | +26.8% | +104.2% | +87.8% |
| All | +133.6% | +34.4% | +99.2% | +91.4% |
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