+250.7%
HOOD vs DLTR
+32.1%
+218.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.2% |
| 7D | +17.1% | +2.5% | +14.7% | +16.5% |
| 30D | +31.6% | +2.1% | +29.5% | +30.9% |
| 3M | +38.2% | +20.3% | +18.0% | +32.4% |
| 6M | +48.5% | +11.5% | +37.0% | +43.7% |
| YTD | +8.0% | +6.8% | +1.1% | +5.0% |
| 1Y | +18.7% | +31.1% | -12.4% | +10.7% |
| 3Y | +999.1% | +10.7% | +988.4% | +932.8% |
| 5Y | +181.7% | +41.6% | +140.1% | +207.1% |
| All | +250.7% | +32.1% | +218.5% | +276.3% |
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