+139.3%
HOOD vs CP
+33.6%
+105.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.0% | +1.0% | +1.7% |
| 7D | -0.6% | +2.8% | -3.4% | -2.3% |
| 30D | -23.6% | +11.3% | -34.9% | -28.8% |
| 3M | -10.7% | +2.9% | -13.5% | -12.2% |
| 6M | +8.2% | +9.8% | -1.6% | +1.0% |
| YTD | -26.3% | +28.5% | -54.9% | -38.6% |
| 1Y | -36.1% | +33.5% | -69.6% | -48.1% |
| 3Y | +950.7% | +31.9% | +918.8% | +759.2% |
| 5Y | +127.0% | +25.5% | +101.5% | +85.1% |
| All | +139.3% | +33.6% | +105.7% | +96.9% |
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