+63.4%
TSLA vs HOOD
+727.3%
-663.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.2% | +1.0% | +3.0% |
| 7D | -10.4% | -4.8% | -5.6% | -8.6% |
| 30D | -5.2% | -26.1% | +20.9% | +5.8% |
| 3M | +12.1% | -10.8% | +22.9% | +15.1% |
| 6M | -10.2% | +2.4% | -12.5% | -14.2% |
| YTD | -20.3% | -28.5% | +8.1% | -14.7% |
| 1Y | -19.7% | -36.3% | +16.7% | -10.8% |
| 3Y | +63.4% | +743.7% | -680.3% | -32.1% |
| All | +63.4% | +727.3% | -663.9% | -32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling