+225.5%
HOOD vs TENB
-27.8%
+253.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.9% | +3.2% | +0.8% |
| 7D | -9.1% | -7.1% | -2.0% | -5.6% |
| 30D | +20.1% | -15.4% | +35.4% | +29.1% |
| 3M | +31.2% | +19.5% | +11.7% | +13.6% |
| 6M | +44.3% | +54.8% | -10.5% | +4.9% |
| YTD | +0.2% | +36.1% | -35.9% | -22.1% |
| 1Y | -3.5% | +7.0% | -10.5% | -13.4% |
| 3Y | +955.2% | -27.6% | +982.8% | +1,047.3% |
| 5Y | +175.3% | -30.5% | +205.7% | +157.9% |
| All | +225.5% | -27.8% | +253.3% | +175.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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