+223.3%
HOOD vs AJG
+83.1%
+140.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.6% | -0.2% |
| 7D | -7.8% | -8.3% | +0.5% | -4.4% |
| 30D | +18.6% | -5.7% | +24.3% | +21.5% |
| 3M | +22.1% | +9.1% | +13.0% | +15.9% |
| 6M | +43.1% | +15.2% | +27.8% | +31.7% |
| YTD | -0.5% | -6.3% | +5.8% | +1.0% |
| 1Y | -4.4% | -19.1% | +14.7% | +5.0% |
| 3Y | +938.5% | +8.2% | +930.2% | +829.1% |
| 5Y | +173.4% | +75.6% | +97.8% | +118.2% |
| All | +223.3% | +83.1% | +140.2% | +315.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling