+181.3%
AMAT vs HOOD
+104.9%
+76.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.3% | +1.5% | -1.8% |
| 7D | +11.4% | -3.8% | +15.1% | +12.4% |
| 30D | -17.0% | -23.0% | +5.9% | -11.8% |
| 3M | -30.6% | -21.6% | -9.0% | -27.2% |
| 6M | -14.9% | +1.4% | -16.4% | -16.7% |
| YTD | +44.7% | -31.2% | +75.8% | +52.0% |
| 1Y | +66.9% | -35.9% | +102.8% | +77.5% |
| 3Y | +153.3% | +836.9% | -683.6% | +42.6% |
| 5Y | +146.2% | +121.1% | +25.1% | +48.0% |
| All | +181.3% | +104.9% | +76.5% | +68.4% |
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 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