+237.0%
HOOD vs CTAS
+114.0%
+123.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | 0.0% | -3.9% | -3.9% |
| 7D | +13.4% | 0.0% | +13.4% | +13.5% |
| 30D | +25.8% | -1.0% | +26.8% | +26.4% |
| 3M | +38.0% | +15.8% | +22.2% | +22.1% |
| 6M | +52.2% | -1.0% | +53.2% | +51.0% |
| YTD | +3.7% | +7.4% | -3.7% | -3.8% |
| 1Y | +0.1% | -0.1% | +0.2% | -2.3% |
| 3Y | +992.6% | +66.3% | +926.3% | +577.8% |
| 5Y | +193.0% | +111.0% | +82.0% | +62.8% |
| All | +237.0% | +114.0% | +123.0% | +122.7% |
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