+391.5%
APP vs HOOD
+221.3%
+170.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.3% | +3.1% |
| 7D | +0.9% | +17.1% | -16.2% | -6.8% |
| 30D | -23.3% | +31.6% | -54.9% | -33.2% |
| 3M | -42.6% | +38.2% | -80.9% | -51.8% |
| 6M | -33.6% | +48.5% | -82.1% | -46.9% |
| YTD | -52.4% | +8.0% | -60.4% | -56.1% |
| 1Y | -35.9% | +18.7% | -54.5% | -44.4% |
| 3Y | +642.2% | +999.1% | -356.9% | +152.0% |
| 5Y | +311.1% | +181.7% | +129.4% | +43.2% |
| All | +391.5% | +221.3% | +170.2% | +72.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling