+139.3%
HOOD vs APH
+373.6%
-234.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +8.2% | -5.2% | -4.1% |
| 7D | -0.6% | +1.1% | -1.7% | -2.3% |
| 30D | -23.6% | -7.5% | -16.1% | -19.0% |
| 3M | -10.7% | -4.4% | -6.2% | -8.8% |
| 6M | +8.2% | +26.5% | -18.3% | -17.5% |
| YTD | -26.3% | +20.0% | -46.4% | -45.8% |
| 1Y | -36.1% | +16.9% | -52.9% | -51.5% |
| 3Y | +950.7% | +288.5% | +662.2% | +89.9% |
| 5Y | +127.0% | +310.3% | -183.3% | -63.0% |
| All | +139.3% | +373.6% | -234.4% | -62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 APH 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