+225.5%
HOOD vs CRH
+98.3%
+127.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -0.1% |
| 7D | -9.1% | -4.8% | -4.4% | -5.3% |
| 30D | +20.1% | -13.1% | +33.2% | +35.4% |
| 3M | +31.2% | -12.0% | +43.2% | +44.5% |
| 6M | +44.3% | -16.9% | +61.2% | +65.3% |
| YTD | +0.2% | -29.0% | +29.2% | +31.9% |
| 1Y | -3.5% | -20.3% | +16.8% | +14.4% |
| 3Y | +955.2% | +69.2% | +886.0% | +567.9% |
| 5Y | +175.3% | +94.6% | +80.6% | +52.1% |
| All | +225.5% | +98.3% | +127.2% | +82.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling