+250.7%
HOOD vs JAAA
+27.0%
+223.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.2% |
| 7D | +17.1% | +0.2% | +16.9% | +16.8% |
| 30D | +31.6% | +0.5% | +31.1% | +30.4% |
| 3M | +38.2% | +1.3% | +37.0% | +35.2% |
| 6M | +48.5% | +2.7% | +45.9% | +41.9% |
| YTD | +8.0% | +3.2% | +4.8% | +2.6% |
| 1Y | +18.7% | +4.9% | +13.7% | +10.5% |
| 3Y | +999.1% | +19.0% | +980.1% | +1,081.9% |
| 5Y | +181.7% | +26.8% | +154.9% | +250.7% |
| All | +250.7% | +27.0% | +223.7% | +415.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling