+142.9%
HOOD vs ACGL
+197.5%
-54.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | -3.2% | -1.4% | -1.9% | -3.0% |
| 30D | -22.6% | +12.4% | -34.9% | -25.0% |
| 3M | -10.4% | +11.1% | -21.5% | -12.9% |
| 6M | +4.7% | +16.3% | -11.6% | -0.1% |
| YTD | -25.2% | +13.8% | -39.0% | -28.7% |
| 1Y | -35.9% | +20.4% | -56.3% | -40.2% |
| 3Y | +927.7% | +33.6% | +894.1% | +825.0% |
| 5Y | +147.5% | +176.8% | -29.3% | +61.3% |
| All | +142.9% | +197.5% | -54.6% | +98.1% |
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