+123.6%
HOOD vs TGT
-26.2%
+149.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.6% | -4.4% |
| 7D | -3.8% | +2.6% | -6.4% | -4.9% |
| 30D | -23.0% | +4.7% | -27.7% | -24.7% |
| 3M | -21.6% | +4.6% | -26.2% | -23.5% |
| 6M | +1.4% | +34.9% | -33.4% | -13.1% |
| YTD | -31.2% | +70.9% | -102.1% | -48.1% |
| 1Y | -35.9% | +84.4% | -120.3% | -53.7% |
| 3Y | +836.9% | +69.1% | +767.8% | +531.5% |
| 5Y | +121.1% | -26.9% | +148.1% | +117.7% |
| All | +123.6% | -26.2% | +149.8% | +113.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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