+123.6%
HOOD vs DT
-28.8%
+152.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -4.1% |
| 7D | -3.8% | +3.1% | -6.9% | -5.7% |
| 30D | -23.0% | -29.5% | +6.6% | -4.1% |
| 3M | -21.6% | -11.7% | -9.9% | -16.6% |
| 6M | +1.4% | +29.0% | -27.5% | -18.2% |
| YTD | -31.2% | +3.4% | -34.5% | -36.9% |
| 1Y | -35.9% | -4.2% | -31.7% | -37.9% |
| 3Y | +836.9% | -12.8% | +849.8% | +855.2% |
| 5Y | +121.1% | -39.6% | +160.7% | +193.6% |
| All | +123.6% | -28.8% | +152.4% | +70.7% |
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