+123.6%
HOOD vs DTE
+40.7%
+83.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.7% | -4.4% |
| 7D | -3.8% | +3.4% | -7.2% | -4.4% |
| 30D | -23.0% | +8.9% | -31.9% | -24.3% |
| 3M | -21.6% | +1.1% | -22.7% | -21.8% |
| 6M | +1.4% | +0.1% | +1.4% | +0.9% |
| YTD | -31.2% | +11.1% | -42.2% | -33.8% |
| 1Y | -35.9% | +4.9% | -40.9% | -37.3% |
| 3Y | +836.9% | +58.6% | +778.4% | +703.2% |
| 5Y | +121.1% | +47.3% | +73.9% | +116.4% |
| All | +123.6% | +40.7% | +83.0% | +154.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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