+61.0%
TSLA vs HOOD
+198.2%
-137.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.6% |
| 7D | -3.4% | -9.1% | +5.7% | -0.3% |
| 30D | +9.2% | +20.1% | -10.8% | +1.9% |
| 3M | -4.7% | +31.2% | -36.0% | -14.4% |
| 6M | -8.9% | +44.3% | -53.3% | -22.1% |
| YTD | -19.2% | +0.2% | -19.4% | -22.8% |
| 1Y | +4.5% | -3.5% | +8.1% | -0.8% |
| 3Y | +46.3% | +955.2% | -908.9% | -40.5% |
| 5Y | +48.1% | +175.3% | -127.1% | -38.2% |
| All | +61.0% | +198.2% | -137.2% | -33.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling