+225.5%
HOOD vs DLTR
+19.3%
+206.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.7% |
| 7D | -9.1% | -9.4% | +0.3% | -7.3% |
| 30D | +20.1% | -7.3% | +27.4% | +21.8% |
| 3M | +31.2% | +7.6% | +23.7% | +28.7% |
| 6M | +44.3% | +1.6% | +42.7% | +42.3% |
| YTD | +0.2% | -3.5% | +3.7% | -0.5% |
| 1Y | -3.5% | +20.0% | -23.6% | -8.2% |
| 3Y | +955.2% | +2.3% | +952.9% | +907.8% |
| 5Y | +175.3% | +31.5% | +143.7% | +209.3% |
| All | +225.5% | +19.3% | +206.2% | +256.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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