+231.1%
HOOD vs DT
-19.6%
+250.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.2% |
| 7D | +7.7% | -0.5% | +8.3% | +8.5% |
| 30D | +22.0% | +0.1% | +21.9% | +21.7% |
| 3M | +37.6% | +24.1% | +13.5% | +17.1% |
| 6M | +45.3% | +30.1% | +15.2% | +16.9% |
| YTD | +1.9% | +16.8% | -14.8% | -12.1% |
| 1Y | -2.7% | -0.1% | -2.6% | -6.4% |
| 3Y | +973.4% | +6.8% | +966.5% | +865.5% |
| 5Y | +179.3% | -28.4% | +207.6% | +208.0% |
| All | +231.1% | -19.6% | +250.7% | +137.6% |
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