+113.0%
HOOD vs AWK
-1.1%
+114.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.4% | +4.6% | +3.2% |
| 7D | -4.8% | +4.1% | -8.9% | -4.7% |
| 30D | -26.1% | +18.0% | -44.1% | -25.8% |
| 3M | -10.8% | +12.2% | -23.0% | -10.5% |
| 6M | +2.4% | +21.2% | -18.9% | +2.4% |
| YTD | -28.5% | +17.6% | -46.0% | -28.4% |
| 1Y | -36.3% | +19.2% | -55.6% | -36.5% |
| 3Y | +743.7% | +26.7% | +717.0% | +662.8% |
| All | +113.0% | -1.1% | +114.1% | +99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling