-7.6%
TSLA vs HOOD
+118.3%
-125.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.2% | +1.0% | +2.9% |
| 7D | -10.4% | -4.8% | -5.6% | -8.5% |
| 30D | -5.2% | -26.1% | +20.9% | +6.9% |
| 3M | +12.1% | -10.8% | +22.9% | +15.3% |
| 6M | -10.2% | +2.4% | -12.5% | -14.7% |
| YTD | -20.3% | -28.5% | +8.1% | -14.5% |
| 1Y | -19.7% | -36.3% | +16.7% | -10.4% |
| 3Y | +63.4% | +743.7% | -680.3% | -49.3% |
| All | -7.6% | +118.3% | -125.9% | -61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling