+56.8%
TSLA vs HOOD
+221.3%
-164.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.1% | -3.8% | -5.2% |
| 7D | +1.5% | +17.1% | -15.6% | -4.0% |
| 30D | +10.1% | +31.6% | -21.5% | -0.3% |
| 3M | -15.4% | +38.2% | -53.6% | -25.2% |
| 6M | -12.8% | +48.5% | -61.3% | -26.0% |
| YTD | -21.3% | +8.0% | -29.2% | -26.6% |
| 1Y | +4.6% | +18.7% | -14.1% | -8.1% |
| 3Y | +44.5% | +999.1% | -954.6% | -42.1% |
| 5Y | +44.8% | +181.7% | -136.9% | -41.0% |
| All | +56.8% | +221.3% | -164.5% | -36.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling