+122.7%
HOOD vs JAAA
+27.5%
+95.2%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.4% |
| 7D | -3.8% | +0.1% | -3.9% | -4.0% |
| 30D | -23.0% | +0.4% | -23.4% | -23.6% |
| 3M | -21.6% | +1.2% | -22.9% | -23.5% |
| 6M | +1.4% | +2.3% | -0.9% | -3.0% |
| YTD | -31.2% | +4.0% | -35.2% | -36.0% |
| 1Y | -35.9% | +4.8% | -40.8% | -41.1% |
| 3Y | +836.9% | +18.4% | +818.5% | +830.7% |
| All | +122.7% | +27.5% | +95.2% | +136.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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