+133.6%
HOOD vs DT
-28.6%
+162.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.5% | -5.3% | -4.8% |
| 7D | +3.8% | +2.7% | +1.0% | +1.9% |
| 30D | -26.4% | -30.4% | +4.0% | -7.6% |
| 3M | -14.3% | -9.4% | -4.9% | -10.4% |
| 6M | +3.9% | +14.5% | -10.6% | -9.6% |
| YTD | -28.1% | +3.6% | -31.7% | -34.1% |
| 1Y | -38.8% | -3.4% | -35.4% | -41.1% |
| 3Y | +888.5% | -11.1% | +899.6% | +893.4% |
| 5Y | +131.0% | -39.5% | +170.5% | +206.3% |
| All | +133.6% | -28.6% | +162.3% | +78.1% |
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