+123.6%
HOOD vs CTAS
+142.0%
-18.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.0% | -4.1% |
| 7D | -3.8% | +2.0% | -5.7% | -4.9% |
| 30D | -23.0% | +8.7% | -31.7% | -27.2% |
| 3M | -21.6% | +13.3% | -34.9% | -28.1% |
| 6M | +1.4% | +39.4% | -37.9% | -21.5% |
| YTD | -31.2% | +21.5% | -52.7% | -41.4% |
| 1Y | -35.9% | +21.9% | -57.8% | -45.8% |
| 3Y | +836.9% | +73.6% | +763.3% | +475.7% |
| 5Y | +121.1% | +116.2% | +4.9% | -2.2% |
| All | +123.6% | +142.0% | -18.4% | +35.8% |
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