+123.6%
HOOD vs DLTR
+38.8%
+84.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.3% | -2.0% | -3.8% |
| 7D | -3.8% | +5.3% | -9.1% | -4.7% |
| 30D | -23.0% | +13.4% | -36.4% | -25.0% |
| 3M | -21.6% | +6.6% | -28.2% | -22.9% |
| 6M | +1.4% | +59.1% | -57.6% | -8.4% |
| YTD | -31.2% | +12.3% | -43.4% | -33.9% |
| 1Y | -35.9% | +33.9% | -69.8% | -40.6% |
| 3Y | +836.9% | +23.0% | +813.9% | +759.6% |
| 5Y | +121.1% | +22.1% | +99.0% | +124.5% |
| All | +123.6% | +38.8% | +84.8% | +137.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling