+250.7%
HOOD vs TAP
-3.7%
+254.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | +17.1% | -2.3% | +19.4% | +17.5% |
| 30D | +31.6% | -2.1% | +33.7% | +31.9% |
| 3M | +38.2% | +6.6% | +31.6% | +36.1% |
| 6M | +48.5% | -11.5% | +60.0% | +51.5% |
| YTD | +8.0% | -10.3% | +18.2% | +8.6% |
| 1Y | +18.7% | -14.4% | +33.0% | +20.5% |
| 3Y | +999.1% | -28.3% | +1,027.4% | +1,062.7% |
| 5Y | +181.7% | +1.7% | +180.0% | +172.8% |
| All | +250.7% | -3.7% | +254.4% | +218.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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