+182.9%
AMAT vs HOOD
+114.0%
+68.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +1.1% |
| 7D | -2.5% | -5.1% | +2.6% | -1.1% |
| 30D | -26.5% | -25.4% | -1.1% | -21.4% |
| 3M | -28.6% | -14.0% | -14.6% | -26.7% |
| 6M | -14.2% | +5.6% | -19.8% | -16.8% |
| YTD | +45.5% | -28.1% | +73.6% | +51.2% |
| 1Y | +59.3% | -40.1% | +99.5% | +71.9% |
| 3Y | +153.1% | +888.2% | -735.1% | +40.7% |
| 5Y | +158.2% | +135.8% | +22.3% | +53.4% |
| All | +182.9% | +114.0% | +68.9% | +67.6% |
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