+68.2%
TSLA vs HOOD
+114.0%
-45.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.8% | +1.3% |
| 7D | -4.7% | -5.1% | +0.4% | -2.8% |
| 30D | -0.8% | -25.4% | +24.6% | +9.3% |
| 3M | +14.8% | -14.0% | +28.7% | +19.2% |
| 6M | -11.3% | +5.6% | -16.9% | -15.5% |
| YTD | -15.6% | -28.1% | +12.5% | -10.3% |
| 1Y | -14.7% | -40.1% | +25.4% | -4.3% |
| 3Y | +76.9% | +888.2% | -811.3% | -25.8% |
| 5Y | +6.7% | +135.8% | -129.1% | -50.6% |
| All | +68.2% | +114.0% | -45.8% | -22.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling