+250.7%
HOOD vs DT
-17.5%
+268.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.0% |
| 7D | +17.1% | -3.3% | +20.4% | +19.9% |
| 30D | +31.6% | +2.0% | +29.5% | +29.5% |
| 3M | +38.2% | +20.0% | +18.2% | +20.5% |
| 6M | +48.5% | +39.3% | +9.2% | +13.6% |
| YTD | +8.0% | +19.8% | -11.8% | -8.5% |
| 1Y | +18.7% | +4.3% | +14.4% | +10.8% |
| 3Y | +999.1% | +7.7% | +991.4% | +884.0% |
| 5Y | +181.7% | -26.8% | +208.5% | +210.4% |
| All | +250.7% | -17.5% | +268.2% | +147.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling