+125.1%
HOOD vs TPR
+275.3%
-150.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +7.1% | -17.4% | -14.3% |
| 7D | -14.4% | +13.9% | -28.3% | -21.1% |
| 30D | -30.0% | +14.9% | -44.9% | -36.0% |
| 3M | -15.5% | -15.4% | -0.1% | -9.9% |
| 6M | +1.8% | -4.5% | +6.2% | -1.1% |
| YTD | -30.7% | +6.0% | -36.7% | -37.7% |
| 1Y | -45.0% | +24.3% | -69.3% | -55.6% |
| 3Y | +709.0% | +412.8% | +296.2% | +148.0% |
| 5Y | +111.8% | +258.4% | -146.6% | -25.1% |
| All | +125.1% | +275.3% | -150.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling