+179.3%
HOOD vs CRS
+1,446.1%
-1,266.8%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.7% | -1.7% |
| 7D | +7.7% | -0.5% | +8.3% | +8.1% |
| 30D | +22.0% | -18.1% | +40.1% | +34.7% |
| 3M | +37.6% | -12.4% | +50.0% | +46.9% |
| 6M | +45.3% | +15.9% | +29.3% | +33.9% |
| YTD | +1.9% | +45.8% | -43.9% | -17.0% |
| 1Y | -2.7% | +87.8% | -90.5% | -31.8% |
| 3Y | +973.4% | +648.7% | +324.7% | +305.4% |
| 5Y | +179.3% | +1,416.6% | -1,237.4% | -25.1% |
| All | +179.3% | +1,446.1% | -1,266.8% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 5y: compounded portfolio wealth divided by compounded CRS 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…
5y analysis · Full analysis span regression · 6 months rolling