+528.6%
APP vs HOOD
+119.3%
+409.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.0% | +1.8% | +3.5% |
| 7D | +79.2% | -0.6% | +79.8% | +77.6% |
| 30D | +48.0% | -23.6% | +71.6% | +64.4% |
| 3M | +18.2% | -10.7% | +28.9% | +19.4% |
| 6M | -12.5% | +8.2% | -20.7% | -20.3% |
| YTD | -39.2% | -26.3% | -12.8% | -34.9% |
| 1Y | -33.9% | -36.1% | +2.2% | -25.4% |
| 3Y | +933.3% | +950.7% | -17.4% | +260.1% |
| 5Y | +295.9% | +127.0% | +168.8% | +60.0% |
| All | +528.6% | +119.3% | +409.4% | +155.9% |
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