+139.3%
HOOD vs CTAS
+138.1%
+1.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.4% | +2.6% | +2.8% |
| 7D | -0.6% | -0.7% | +0.1% | -0.1% |
| 30D | -23.6% | +10.3% | -33.8% | -28.5% |
| 3M | -10.7% | +10.2% | -20.9% | -16.7% |
| 6M | +8.2% | +34.4% | -26.2% | -14.2% |
| YTD | -26.3% | +19.6% | -45.9% | -36.6% |
| 1Y | -36.1% | +21.8% | -57.9% | -46.1% |
| 3Y | +950.7% | +74.1% | +876.6% | +541.4% |
| 5Y | +127.0% | +114.0% | +13.0% | +1.8% |
| All | +139.3% | +138.1% | +1.1% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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