+113.0%
HOOD vs TPR
+253.5%
-140.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.0% | +4.2% | +3.8% |
| 7D | -4.8% | +14.2% | -19.0% | -12.5% |
| 30D | -26.1% | +17.1% | -43.2% | -33.2% |
| 3M | -10.8% | -17.7% | +6.9% | -3.2% |
| 6M | +2.4% | -10.2% | +12.5% | +3.4% |
| YTD | -28.5% | +4.9% | -33.4% | -35.4% |
| 1Y | -36.3% | +36.1% | -72.5% | -51.9% |
| 3Y | +743.7% | +416.5% | +327.2% | +152.4% |
| All | +113.0% | +253.5% | -140.5% | -27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling