+237.0%
HOOD vs AWK
-8.0%
+245.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.2% | -3.7% | -3.9% |
| 7D | +13.4% | +2.2% | +11.2% | +13.4% |
| 30D | +25.8% | +4.4% | +21.3% | +26.0% |
| 3M | +38.0% | +15.4% | +22.6% | +38.2% |
| 6M | +52.2% | +3.5% | +48.7% | +53.0% |
| YTD | +3.7% | +9.8% | -6.1% | +3.9% |
| 1Y | +0.1% | +3.0% | -2.9% | +0.8% |
| 3Y | +992.6% | +9.7% | +982.9% | +944.0% |
| 5Y | +193.0% | -17.2% | +210.1% | +149.6% |
| All | +237.0% | -8.0% | +245.0% | +257.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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