+250.7%
HOOD vs TECK
+219.1%
+31.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.3% |
| 7D | +17.1% | -0.3% | +17.5% | +17.4% |
| 30D | +31.6% | +4.6% | +27.0% | +29.4% |
| 3M | +38.2% | +2.8% | +35.4% | +36.0% |
| 6M | +48.5% | +24.9% | +23.6% | +33.9% |
| YTD | +8.0% | +44.7% | -36.8% | -9.1% |
| 1Y | +18.7% | +112.0% | -93.3% | -14.9% |
| 3Y | +999.1% | +67.6% | +931.5% | +753.8% |
| 5Y | +181.7% | +200.3% | -18.7% | +77.5% |
| All | +250.7% | +219.1% | +31.5% | +120.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling