-40.1%
HOOD vs AWK
+19.1%
-59.2%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -1.7% |
| 7D | -5.1% | +2.7% | -7.8% | -2.8% |
| 30D | -25.4% | +16.7% | -42.1% | -14.6% |
| 3M | -14.0% | +11.7% | -25.7% | -4.8% |
| 6M | +5.6% | +21.9% | -16.3% | +27.9% |
| YTD | -28.1% | +17.6% | -45.7% | -14.5% |
| 1Y | -40.1% | +19.8% | -59.9% | -25.6% |
| All | -40.1% | +19.1% | -59.2% | -25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling