+133.6%
HOOD vs CP
+33.3%
+100.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.2% |
| 7D | -5.1% | +2.8% | -7.9% | -6.7% |
| 30D | -25.4% | +11.0% | -36.4% | -30.4% |
| 3M | -14.0% | +3.8% | -17.8% | -15.9% |
| 6M | +5.6% | +9.5% | -3.9% | -1.2% |
| YTD | -28.1% | +28.2% | -56.3% | -40.0% |
| 1Y | -40.1% | +33.0% | -73.1% | -51.3% |
| 3Y | +888.2% | +35.5% | +852.7% | +696.7% |
| 5Y | +135.8% | +25.8% | +110.0% | +92.7% |
| All | +133.6% | +33.3% | +100.3% | +92.5% |
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