-35.9%
HOOD vs RMBS
-18.4%
-17.6%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.2% | -1.1% | -3.4% |
| 7D | -3.8% | +10.3% | -14.1% | -6.4% |
| 30D | -23.0% | -10.7% | -12.2% | -20.8% |
| 3M | -21.6% | -17.2% | -4.4% | -18.3% |
| 6M | +1.4% | -39.0% | +40.5% | +10.7% |
| YTD | -31.2% | -10.5% | -20.6% | -43.1% |
| 1Y | -35.9% | -11.0% | -25.0% | -47.1% |
| All | -35.9% | -18.4% | -17.6% | -47.1% |
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