+139.3%
HOOD vs ACGL
+194.6%
-55.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.8% | +2.2% | +2.8% |
| 7D | -0.6% | -1.1% | +0.5% | -0.4% |
| 30D | -23.6% | +13.1% | -36.7% | -26.1% |
| 3M | -10.7% | +9.8% | -20.5% | -13.0% |
| 6M | +8.2% | +15.3% | -7.1% | +3.4% |
| YTD | -26.3% | +12.7% | -39.0% | -29.6% |
| 1Y | -36.1% | +20.7% | -56.8% | -40.5% |
| 3Y | +950.7% | +34.3% | +916.4% | +842.8% |
| 5Y | +127.0% | +170.6% | -43.6% | +48.4% |
| All | +139.3% | +194.6% | -55.4% | +95.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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