+132.4%
HOOD vs CTAS
+137.3%
-4.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.8% | +5.0% | +4.3% |
| 7D | -4.8% | +1.2% | -6.0% | -5.5% |
| 30D | -26.1% | +12.8% | -38.9% | -31.9% |
| 3M | -10.8% | +10.3% | -21.1% | -16.9% |
| 6M | +2.4% | +32.0% | -29.6% | -17.8% |
| YTD | -28.5% | +19.1% | -47.6% | -38.3% |
| 1Y | -36.3% | +21.5% | -57.8% | -46.3% |
| 3Y | +743.7% | +76.0% | +667.6% | +409.4% |
| 5Y | +118.6% | +110.9% | +7.8% | -2.9% |
| All | +132.4% | +137.3% | -4.9% | +42.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling