+18.7%
HOOD vs RMBS
+16.3%
+2.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.4% |
| 7D | +17.1% | -0.3% | +17.5% | +17.2% |
| 30D | +31.6% | -12.2% | +43.8% | +36.0% |
| 3M | +38.2% | -49.5% | +87.8% | +63.9% |
| 6M | +48.5% | -7.1% | +55.7% | +35.1% |
| YTD | +8.0% | -7.0% | +15.0% | -3.7% |
| 1Y | +18.7% | +13.3% | +5.3% | +13.0% |
| All | +18.7% | +16.3% | +2.4% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 1y: compounded portfolio wealth divided by compounded RMBS 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…
1y analysis · Full analysis span regression · 6 months rolling