+888.2%
HOOD vs RMBS
+34.6%
+853.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -5.1% | -8.4% | +3.3% | -2.1% |
| 30D | -25.4% | -24.9% | -0.5% | -17.2% |
| 3M | -14.0% | -15.8% | +1.8% | -9.4% |
| 6M | +5.6% | -37.5% | +43.1% | +19.3% |
| YTD | -28.1% | -12.1% | -16.0% | -35.4% |
| 1Y | -40.1% | -27.0% | -13.2% | -41.2% |
| 3Y | +888.2% | +28.8% | +859.4% | +537.0% |
| All | +888.2% | +34.6% | +853.6% | +537.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling