+142.9%
HOOD vs TPR
+273.0%
-130.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.7% | +5.7% | +4.9% |
| 7D | -3.2% | +6.4% | -9.6% | -7.3% |
| 30D | -22.6% | +13.8% | -36.3% | -28.8% |
| 3M | -10.4% | -16.6% | +6.2% | -3.6% |
| 6M | +4.7% | +0.7% | +4.0% | -1.1% |
| YTD | -25.2% | +5.3% | -30.6% | -32.5% |
| 1Y | -35.9% | +32.4% | -68.2% | -50.5% |
| 3Y | +927.7% | +406.4% | +521.3% | +217.9% |
| 5Y | +147.5% | +227.9% | -80.4% | -9.1% |
| All | +142.9% | +273.0% | -130.1% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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