-38.8%
HOOD vs RMBS
-20.9%
-17.9%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.4% | -3.7% |
| 7D | +3.8% | +21.9% | -18.2% | -2.1% |
| 30D | -26.4% | -13.4% | -12.9% | -23.7% |
| 3M | -14.3% | -15.9% | +1.6% | -11.0% |
| 6M | +3.9% | -34.8% | +38.7% | +11.2% |
| YTD | -28.1% | -7.5% | -20.5% | -41.8% |
| 1Y | -38.8% | -16.9% | -22.0% | -47.0% |
| All | -38.8% | -20.9% | -17.9% | -47.0% |
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