+250.7%
HOOD vs CTAS
+113.9%
+136.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -1.9% |
| 7D | +17.1% | -1.8% | +18.9% | +18.6% |
| 30D | +31.6% | -0.2% | +31.8% | +31.5% |
| 3M | +38.2% | +11.7% | +26.6% | +25.4% |
| 6M | +48.5% | +0.7% | +47.8% | +45.3% |
| YTD | +8.0% | +7.4% | +0.6% | +0.1% |
| 1Y | +18.7% | -2.1% | +20.8% | +17.7% |
| 3Y | +999.1% | +62.9% | +936.2% | +594.8% |
| 5Y | +181.7% | +111.9% | +69.8% | +58.1% |
| All | +250.7% | +113.9% | +136.8% | +131.7% |
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 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