+600.8%
HOOD vs APLD
+255.7%
+345.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +7.5% | -4.5% | +1.8% |
| 7D | -0.6% | +3.1% | -3.7% | -1.2% |
| 30D | -23.6% | -29.4% | +5.8% | -19.7% |
| 3M | -10.7% | -42.8% | +32.1% | -3.4% |
| 6M | +8.2% | -59.5% | +67.6% | +21.5% |
| YTD | -26.3% | -31.8% | +5.5% | -24.5% |
| 1Y | -36.1% | -46.0% | +9.9% | -32.8% |
| 3Y | +950.7% | +252.0% | +698.7% | +665.3% |
| All | +600.8% | +255.7% | +345.0% | +342.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD 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 APLD 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