+139.3%
HOOD vs APD
+21.7%
+117.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.0% | +0.9% | +2.1% |
| 7D | -0.6% | -1.6% | +0.9% | +0.2% |
| 30D | -23.6% | +10.6% | -34.2% | -26.8% |
| 3M | -10.7% | +2.5% | -13.2% | -11.9% |
| 6M | +8.2% | +6.0% | +2.2% | +4.6% |
| YTD | -26.3% | +28.4% | -54.8% | -36.1% |
| 1Y | -36.1% | +22.2% | -58.2% | -43.5% |
| 3Y | +950.7% | +26.6% | +924.1% | +808.6% |
| 5Y | +127.0% | +11.8% | +115.3% | +60.8% |
| All | +139.3% | +21.7% | +117.6% | +73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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