+133.6%
HOOD vs RMBS
+265.3%
-131.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.4% | -3.6% |
| 7D | +3.8% | +21.9% | -18.2% | -4.8% |
| 30D | -26.4% | -13.4% | -12.9% | -22.2% |
| 3M | -14.3% | -15.9% | +1.6% | -9.3% |
| 6M | +3.9% | -34.8% | +38.7% | +16.5% |
| YTD | -28.1% | -7.5% | -20.5% | -36.8% |
| 1Y | -38.8% | -16.9% | -22.0% | -43.3% |
| 3Y | +888.5% | +35.5% | +852.9% | +525.2% |
| 5Y | +131.0% | +254.2% | -123.1% | -44.4% |
| All | +133.6% | +265.3% | -131.7% | -47.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling