+223.3%
HOOD vs CRH
+100.3%
+123.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.5% |
| 7D | -7.8% | -6.1% | -1.8% | -2.7% |
| 30D | +18.6% | -9.3% | +27.9% | +28.9% |
| 3M | +22.1% | -15.2% | +37.2% | +38.8% |
| 6M | +43.1% | -14.2% | +57.3% | +59.3% |
| YTD | -0.5% | -28.3% | +27.8% | +29.9% |
| 1Y | -4.4% | -21.8% | +17.4% | +15.4% |
| 3Y | +938.5% | +71.6% | +866.8% | +549.3% |
| 5Y | +173.4% | +96.6% | +76.8% | +49.7% |
| All | +223.3% | +100.3% | +123.0% | +80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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