+250.7%
HOOD vs AWK
-7.8%
+258.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +38.5% |
| 6M | +48.5% | +4.6% | +44.0% | +49.3% |
| YTD | +8.0% | +10.1% | -2.1% | +8.2% |
| 1Y | +18.7% | +2.1% | +16.6% | +19.6% |
| 3Y | +999.1% | +9.8% | +989.3% | +950.6% |
| 5Y | +181.7% | -15.4% | +197.0% | +148.7% |
| All | +250.7% | -7.8% | +258.5% | +272.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling