+132.4%
HOOD vs CRL
-15.7%
+148.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +7.8% | -4.6% | -0.9% |
| 7D | -4.8% | -6.1% | +1.3% | -2.0% |
| 30D | -26.1% | +12.4% | -38.5% | -31.0% |
| 3M | -10.8% | +27.1% | -37.9% | -22.2% |
| 6M | +2.4% | +85.7% | -83.4% | -29.0% |
| YTD | -28.5% | +69.2% | -97.7% | -48.0% |
| 1Y | -36.3% | +97.5% | -133.9% | -57.6% |
| 3Y | +743.7% | +86.1% | +657.6% | +435.6% |
| 5Y | +118.6% | -10.0% | +128.7% | +105.8% |
| All | +132.4% | -15.7% | +148.1% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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