-36.1%
HOOD vs AJG
+19.3%
-55.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.5% | -3.4% | +2.0% |
| 7D | -4.4% | +10.7% | -15.1% | -4.5% |
| 30D | -23.4% | +26.9% | -50.3% | -24.0% |
| 3M | -6.5% | +16.6% | -23.1% | -6.6% |
| 6M | +14.2% | +40.1% | -25.9% | +11.5% |
| YTD | -22.7% | +12.4% | -35.2% | -27.0% |
| 1Y | -36.1% | +15.9% | -52.0% | -36.7% |
| All | -36.1% | +19.3% | -55.4% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 1y: compounded portfolio wealth divided by compounded AJG 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…
1y analysis · Full analysis span regression · 6 months rolling