+237.0%
HOOD vs NTR
+56.2%
+180.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.5% | -5.4% | -4.2% |
| 7D | +13.4% | +3.8% | +9.5% | +12.5% |
| 30D | +25.8% | +25.2% | +0.5% | +19.8% |
| 3M | +38.0% | +21.0% | +17.0% | +32.0% |
| 6M | +52.2% | +7.6% | +44.6% | +48.4% |
| YTD | +3.7% | +32.9% | -29.1% | -4.6% |
| 1Y | +0.1% | +43.1% | -43.0% | -10.0% |
| 3Y | +992.6% | +41.6% | +951.0% | +864.5% |
| 5Y | +193.0% | +54.8% | +138.2% | +131.2% |
| All | +237.0% | +56.2% | +180.8% | +168.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded NTR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling