-38.7%
HOOD vs TLT
-4.5%
-34.2%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +2.9% | +2.9% |
| 7D | -0.6% | +0.3% | -0.9% | -1.0% |
| 30D | -23.6% | +5.1% | -28.7% | -29.2% |
| 3M | -10.7% | -0.2% | -10.5% | -9.8% |
| 6M | +8.2% | -2.9% | +11.1% | +13.9% |
| YTD | -26.3% | -2.7% | -23.6% | -24.0% |
| All | -38.7% | -4.5% | -34.2% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT 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 1y: compounded portfolio wealth divided by compounded TLT 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…
1y analysis · Full analysis span regression · 6 months rolling