+225.5%
HOOD vs BTDR
+18.3%
+207.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.5% | +4.8% | -0.3% |
| 7D | -9.1% | -3.2% | -5.9% | -8.6% |
| 30D | +20.1% | +32.7% | -12.6% | +13.4% |
| 3M | +31.2% | -28.4% | +59.6% | +37.5% |
| 6M | +44.3% | +51.7% | -7.4% | +28.4% |
| YTD | +0.2% | +2.9% | -2.7% | -4.5% |
| 1Y | -3.5% | -15.5% | +12.0% | -7.6% |
| 3Y | +955.2% | 0.0% | +955.2% | +779.5% |
| 5Y | +175.3% | +16.5% | +158.8% | +150.3% |
| All | +225.5% | +18.3% | +207.2% | +232.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 10y: compounded portfolio wealth divided by compounded BTDR 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…
10y analysis · Full analysis span regression · 6 months rolling