+6.3%
TSLA vs HOOD
+6.1%
+0.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.9% | +7.9% | +5.1% |
| 7D | +3.4% | +13.4% | -10.0% | -0.7% |
| 30D | +12.0% | +25.8% | -13.7% | +4.1% |
| 3M | -10.0% | +38.0% | -48.0% | -18.8% |
| 6M | -7.2% | +52.2% | -59.4% | -19.7% |
| YTD | -18.1% | +3.7% | -21.9% | -22.2% |
| 1Y | +6.3% | +0.1% | +6.2% | +14.8% |
| All | +6.3% | +6.1% | +0.2% | +14.8% |
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