+4.6%
TSLA vs HOOD
+21.2%
-16.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.1% | -3.8% | -5.3% |
| 7D | +1.5% | +17.1% | -15.6% | -3.0% |
| 30D | +10.1% | +31.6% | -21.5% | +1.7% |
| 3M | -15.4% | +38.2% | -53.6% | -23.1% |
| 6M | -12.8% | +48.5% | -61.3% | -23.3% |
| YTD | -21.3% | +8.0% | -29.2% | -26.3% |
| 1Y | +4.6% | +18.7% | -14.1% | +10.3% |
| All | +4.6% | +21.2% | -16.6% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HOOD.
Daily Out/Under-Performance
Portfolio return minus HOOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HOOD 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 1y: compounded portfolio wealth divided by compounded HOOD 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…
1y analysis · Full analysis span regression · 6 months rolling