+123.6%
HOOD vs CP
+33.8%
+89.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.0% |
| 7D | -3.8% | +2.1% | -5.9% | -5.0% |
| 30D | -23.0% | +9.3% | -32.3% | -27.4% |
| 3M | -21.6% | +0.5% | -22.1% | -21.9% |
| 6M | +1.4% | +10.4% | -9.0% | -5.5% |
| YTD | -31.2% | +28.7% | -59.9% | -42.7% |
| 1Y | -35.9% | +33.2% | -69.1% | -47.9% |
| 3Y | +836.9% | +38.4% | +798.5% | +646.3% |
| 5Y | +121.1% | +26.2% | +94.9% | +80.3% |
| All | +123.6% | +33.8% | +89.8% | +83.8% |
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