+133.6%
HOOD vs TPR
+279.4%
-145.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.2% |
| 7D | -5.1% | +12.1% | -17.1% | -11.7% |
| 30D | -25.4% | +16.7% | -42.1% | -32.3% |
| 3M | -14.0% | -17.4% | +3.4% | -6.7% |
| 6M | +5.6% | +2.3% | +3.3% | -1.1% |
| YTD | -28.1% | +7.1% | -35.2% | -35.7% |
| 1Y | -40.1% | +29.5% | -69.6% | -53.0% |
| 3Y | +888.2% | +415.0% | +473.2% | +202.9% |
| 5Y | +135.8% | +261.5% | -125.7% | -17.0% |
| All | +133.6% | +279.4% | -145.8% | -18.4% |
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