+123.6%
HOOD vs TPR
+270.4%
-146.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -4.2% |
| 7D | -3.8% | -0.3% | -3.5% | -3.6% |
| 30D | -23.0% | +15.1% | -38.1% | -29.6% |
| 3M | -21.6% | +3.5% | -25.2% | -24.6% |
| 6M | +1.4% | +0.4% | +1.0% | -4.1% |
| YTD | -31.2% | +4.6% | -35.8% | -37.7% |
| 1Y | -35.9% | +33.1% | -69.0% | -50.8% |
| 3Y | +836.9% | +396.0% | +441.0% | +193.6% |
| 5Y | +121.1% | +230.3% | -109.2% | -18.9% |
| All | +123.6% | +270.4% | -146.8% | -20.9% |
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