+133.6%
HOOD vs AWK
-1.4%
+135.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.3% |
| 7D | -5.1% | +2.7% | -7.8% | -4.9% |
| 30D | -25.4% | +16.7% | -42.1% | -24.8% |
| 3M | -14.0% | +11.7% | -25.7% | -13.4% |
| 6M | +5.6% | +21.9% | -16.3% | +6.3% |
| YTD | -28.1% | +17.6% | -45.7% | -27.6% |
| 1Y | -40.1% | +19.8% | -59.9% | -39.9% |
| 3Y | +888.2% | +31.0% | +857.2% | +797.4% |
| 5Y | +135.8% | -3.0% | +138.8% | +123.8% |
| All | +133.6% | -1.4% | +135.0% | +149.1% |
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