+527.3%
APP vs HOOD
+104.9%
+422.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.3% | +8.2% | +5.7% |
| 7D | +4.6% | -3.8% | +8.3% | +6.2% |
| 30D | +56.0% | -23.0% | +79.0% | +72.6% |
| 3M | +30.8% | -21.6% | +52.5% | +39.7% |
| 6M | -9.8% | +1.4% | -11.2% | -15.7% |
| YTD | -39.3% | -31.2% | -8.1% | -33.2% |
| 1Y | -26.4% | -35.9% | +9.5% | -17.3% |
| 3Y | +887.9% | +836.9% | +51.0% | +260.1% |
| 5Y | +264.1% | +121.1% | +143.0% | +51.2% |
| All | +527.3% | +104.9% | +422.4% | +162.6% |
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