+499.8%
APP vs HOOD
+112.9%
+386.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.2% | +6.6% | +8.5% |
| 7D | +71.2% | -4.8% | +76.0% | +72.8% |
| 30D | +39.1% | -26.1% | +65.2% | +56.6% |
| 3M | +16.5% | -10.8% | +27.4% | +17.6% |
| 6M | -16.6% | +2.4% | -18.9% | -22.3% |
| YTD | -41.9% | -28.5% | -13.5% | -37.1% |
| 1Y | -37.0% | -36.3% | -0.7% | -28.9% |
| 3Y | +892.4% | +743.7% | +148.7% | +274.3% |
| 5Y | +297.3% | +118.6% | +178.7% | +62.6% |
| All | +499.8% | +112.9% | +386.9% | +147.2% |
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