+133.6%
HOOD vs APA
+186.1%
-52.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.0% | -5.8% | -4.3% |
| 7D | +3.8% | +9.6% | -5.8% | +1.5% |
| 30D | -26.4% | -0.2% | -26.2% | -26.6% |
| 3M | -14.3% | +19.8% | -34.1% | -18.8% |
| 6M | +3.9% | +30.1% | -26.1% | -4.7% |
| YTD | -28.1% | +100.4% | -128.5% | -44.1% |
| 1Y | -38.8% | +105.2% | -144.0% | -52.9% |
| 3Y | +888.5% | +44.6% | +843.9% | +688.4% |
| 5Y | +131.0% | +88.8% | +42.2% | +70.3% |
| All | +133.6% | +186.1% | -52.5% | +84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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