+0.1%
HOOD vs CTAS
-0.9%
+1.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | 0.0% | -3.9% | -3.9% |
| 7D | +13.4% | 0.0% | +13.4% | +13.3% |
| 30D | +25.8% | -1.0% | +26.8% | +25.5% |
| 3M | +38.0% | +15.8% | +22.2% | +38.0% |
| 6M | +52.2% | -1.0% | +53.2% | +49.2% |
| YTD | +3.7% | +7.4% | -3.7% | +3.8% |
| 1Y | +0.1% | -0.1% | +0.2% | +4.8% |
| All | +0.1% | -0.9% | +1.0% | +4.8% |
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 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