+506.4%
APP vs HOOD
+114.0%
+392.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.4% | -1.1% | -2.5% |
| 7D | +61.1% | -5.1% | +66.2% | +62.8% |
| 30D | +42.8% | -25.4% | +68.2% | +60.2% |
| 3M | +16.7% | -14.0% | +30.6% | +19.8% |
| 6M | -15.6% | +5.6% | -21.2% | -22.3% |
| YTD | -41.3% | -28.1% | -13.2% | -36.6% |
| 1Y | -39.3% | -40.1% | +0.9% | -29.5% |
| 3Y | +803.2% | +888.2% | -85.0% | +222.3% |
| 5Y | +313.2% | +135.8% | +177.3% | +68.6% |
| All | +506.4% | +114.0% | +392.4% | +149.5% |
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 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