-40.1%
HOOD vs TLT
-5.8%
-34.4%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -0.7% |
| 7D | -5.1% | -0.3% | -4.8% | -4.7% |
| 30D | -25.4% | +3.7% | -29.1% | -29.7% |
| 3M | -14.0% | -0.7% | -13.3% | -12.7% |
| 6M | +5.6% | -4.2% | +9.8% | +13.1% |
| YTD | -28.1% | -4.0% | -24.1% | -24.5% |
| 1Y | -40.1% | -5.8% | -34.3% | -33.1% |
| All | -40.1% | -5.8% | -34.4% | -33.1% |
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