+223.3%
HOOD vs NTR
+51.9%
+171.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -7.8% | -1.3% | -6.5% | -7.6% |
| 30D | +18.6% | +16.8% | +1.8% | +14.7% |
| 3M | +22.1% | +20.7% | +1.3% | +16.8% |
| 6M | +43.1% | +0.5% | +42.5% | +41.8% |
| YTD | -0.5% | +29.2% | -29.7% | -7.9% |
| 1Y | -4.4% | +39.6% | -44.0% | -13.5% |
| 3Y | +938.5% | +37.9% | +900.6% | +822.1% |
| 5Y | +173.4% | +47.1% | +126.4% | +116.3% |
| All | +223.3% | +51.9% | +171.4% | +159.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling