+133.6%
HOOD vs DT
-30.9%
+164.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -1.7% |
| 7D | -5.1% | -7.5% | +2.5% | +0.1% |
| 30D | -25.4% | -31.5% | +6.1% | -5.4% |
| 3M | -14.0% | -14.0% | 0.0% | -6.9% |
| 6M | +5.6% | +6.9% | -1.3% | -3.8% |
| YTD | -28.1% | +0.3% | -28.4% | -32.7% |
| 1Y | -40.1% | -6.9% | -33.2% | -40.9% |
| 3Y | +888.2% | -13.9% | +902.1% | +914.3% |
| 5Y | +135.8% | -39.9% | +175.7% | +211.8% |
| All | +133.6% | -30.9% | +164.5% | +81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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