-38.8%
HOOD vs CTAS
+23.8%
-62.7%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.1% | -3.9% | -3.8% |
| 7D | +3.8% | +0.5% | +3.3% | +3.9% |
| 30D | -26.4% | +10.2% | -36.6% | -25.3% |
| 3M | -14.3% | +12.1% | -26.4% | -12.8% |
| 6M | +3.9% | +38.3% | -34.3% | +6.7% |
| YTD | -28.1% | +21.9% | -50.0% | -25.5% |
| 1Y | -38.8% | +24.0% | -62.9% | -34.5% |
| All | -38.8% | +23.8% | -62.7% | -34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling