+237.0%
HOOD vs T
+62.6%
+174.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.3% | -3.6% | -3.9% |
| 7D | +13.4% | -1.5% | +14.9% | +13.6% |
| 30D | +25.8% | +7.6% | +18.2% | +24.9% |
| 3M | +38.0% | +15.3% | +22.7% | +35.8% |
| 6M | +52.2% | -8.5% | +60.7% | +54.7% |
| YTD | +3.7% | +6.8% | -3.0% | +2.0% |
| 1Y | +0.1% | -7.2% | +7.3% | +1.4% |
| 3Y | +992.6% | +108.2% | +884.3% | +740.7% |
| 5Y | +193.0% | +66.1% | +126.9% | +119.2% |
| All | +237.0% | +62.6% | +174.4% | +117.1% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 T 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