+992.6%
HOOD vs RMBS
+55.1%
+937.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.7% | -5.6% | -4.5% |
| 7D | +13.4% | +3.0% | +10.4% | +12.0% |
| 30D | +25.8% | -14.4% | +40.2% | +33.0% |
| 3M | +38.0% | -42.8% | +80.8% | +67.0% |
| 6M | +52.2% | -1.4% | +53.6% | +36.3% |
| YTD | +3.7% | -5.4% | +9.2% | -7.3% |
| 1Y | +0.1% | +18.6% | -18.5% | -21.4% |
| 3Y | +992.6% | +57.3% | +935.3% | +619.1% |
| All | +992.6% | +55.1% | +937.4% | +619.1% |
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 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