+1,028.6%
HOOD vs CTAS
+63.6%
+965.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | +17.1% | -1.8% | +18.9% | +18.1% |
| 30D | +31.6% | -0.2% | +31.8% | +31.5% |
| 3M | +38.2% | +11.7% | +26.6% | +28.9% |
| 6M | +48.5% | +0.7% | +47.8% | +47.3% |
| YTD | +8.0% | +7.4% | +0.6% | +2.5% |
| 1Y | +18.7% | -2.1% | +20.8% | +19.7% |
| All | +1,028.6% | +63.6% | +965.0% | +786.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling