+132.4%
HOOD vs APD
+19.3%
+113.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.5% | +4.7% | +3.9% |
| 7D | -4.8% | -3.7% | -1.1% | -3.2% |
| 30D | -26.1% | +9.6% | -35.7% | -29.0% |
| 3M | -10.8% | +1.6% | -12.4% | -11.7% |
| 6M | +2.4% | +2.2% | +0.2% | +0.6% |
| YTD | -28.5% | +25.9% | -54.3% | -37.5% |
| 1Y | -36.3% | +20.1% | -56.5% | -43.4% |
| 3Y | +743.7% | +12.4% | +731.3% | +672.6% |
| 5Y | +118.6% | +11.1% | +107.5% | +57.3% |
| All | +132.4% | +19.3% | +113.1% | +70.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling