+165.0%
AMAT vs HOOD
+875.6%
-710.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +3.0% | +8.4% | +10.6% |
| 7D | -1.1% | -0.6% | -0.4% | -0.6% |
| 30D | -26.9% | -23.6% | -3.3% | -21.8% |
| 3M | -31.2% | -10.7% | -20.5% | -29.9% |
| 6M | -14.7% | +8.2% | -22.9% | -18.1% |
| YTD | +44.7% | -26.3% | +71.0% | +50.0% |
| 1Y | +62.0% | -36.1% | +98.0% | +73.2% |
| 3Y | +165.0% | +950.7% | -785.7% | +54.5% |
| All | +165.0% | +875.6% | -710.7% | +54.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling