+179.3%
HOOD vs TECK
+213.6%
-34.4%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -0.7% |
| 7D | +7.7% | +4.9% | +2.9% | +5.5% |
| 30D | +22.0% | +5.2% | +16.8% | +19.5% |
| 3M | +37.6% | +13.8% | +23.8% | +29.2% |
| 6M | +45.3% | +38.5% | +6.8% | +24.8% |
| YTD | +1.9% | +47.3% | -45.4% | -15.2% |
| 1Y | -2.7% | +81.0% | -83.7% | -25.9% |
| 3Y | +973.4% | +79.9% | +893.5% | +710.8% |
| 5Y | +179.3% | +207.9% | -28.6% | +66.0% |
| All | +179.3% | +213.6% | -34.4% | +66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling