+152.7%
AMAT vs HOOD
+112.9%
+39.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.2% | +1.0% | +3.5% |
| 7D | -14.7% | -4.8% | -9.9% | -13.6% |
| 30D | -36.1% | -26.1% | -10.0% | -31.5% |
| 3M | -36.9% | -10.8% | -26.1% | -35.8% |
| 6M | -22.2% | +2.4% | -24.5% | -24.0% |
| YTD | +29.9% | -28.5% | +58.4% | +35.2% |
| 1Y | +43.3% | -36.3% | +79.6% | +52.3% |
| 3Y | +142.7% | +743.7% | -601.0% | +38.8% |
| 5Y | +126.2% | +118.6% | +7.6% | +34.9% |
| All | +152.7% | +112.9% | +39.7% | +49.8% |
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 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