+125.1%
HOOD vs ACGL
+201.3%
-76.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -0.1% | -10.2% | -10.3% |
| 7D | -14.4% | +6.4% | -20.8% | -15.7% |
| 30D | -30.0% | +16.6% | -46.6% | -32.8% |
| 3M | -15.5% | +11.6% | -27.1% | -18.0% |
| 6M | +1.8% | +17.5% | -15.7% | -3.1% |
| YTD | -30.7% | +15.3% | -46.0% | -34.1% |
| 1Y | -45.0% | +26.3% | -71.3% | -49.5% |
| 3Y | +709.0% | +35.9% | +673.1% | +625.6% |
| 5Y | +111.8% | +168.2% | -56.4% | +37.7% |
| All | +125.1% | +201.3% | -76.2% | +83.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling