+189.8%
HOOD vs AWK
-15.4%
+205.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | +17.1% | +1.7% | +15.4% | +17.2% |
| 30D | +31.6% | +5.6% | +26.0% | +31.8% |
| 3M | +38.2% | +15.9% | +22.4% | +38.3% |
| 6M | +48.5% | +4.6% | +44.0% | +49.1% |
| YTD | +8.0% | +10.1% | -2.1% | +8.0% |
| 1Y | +18.7% | +2.1% | +16.6% | +19.5% |
| 3Y | +999.1% | +9.8% | +989.3% | +946.6% |
| All | +189.8% | -15.4% | +205.2% | +158.3% |
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