+133.6%
HOOD vs TECK
+183.0%
-49.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.9% | +0.1% | -2.1% |
| 7D | +3.8% | +2.1% | +1.6% | +2.8% |
| 30D | -26.4% | -8.9% | -17.5% | -23.1% |
| 3M | -14.3% | -7.1% | -7.2% | -11.2% |
| 6M | +3.9% | -7.0% | +10.9% | +6.7% |
| YTD | -28.1% | +28.3% | -56.4% | -36.1% |
| 1Y | -38.8% | +40.6% | -79.4% | -47.8% |
| 3Y | +888.5% | +78.2% | +810.3% | +674.8% |
| 5Y | +131.0% | +129.5% | +1.5% | +59.4% |
| All | +133.6% | +183.0% | -49.4% | +55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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