+225.5%
HOOD vs RMBS
+266.9%
-41.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +0.9% | -0.6% |
| 7D | -9.1% | +1.2% | -10.3% | -9.7% |
| 30D | +20.1% | -11.5% | +31.6% | +26.2% |
| 3M | +31.2% | -38.2% | +69.4% | +57.4% |
| 6M | +44.3% | -4.8% | +49.1% | +30.1% |
| YTD | +0.2% | -7.1% | +7.3% | -10.7% |
| 1Y | -3.5% | +10.7% | -14.2% | -23.7% |
| 3Y | +955.2% | +54.5% | +900.7% | +518.1% |
| 5Y | +175.3% | +261.7% | -86.4% | -33.1% |
| All | +225.5% | +266.9% | -41.5% | -25.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling