+135.8%
HOOD vs RMBS
+240.0%
-104.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -5.1% | -8.4% | +3.3% | -1.9% |
| 30D | -25.4% | -24.9% | -0.5% | -16.5% |
| 3M | -14.0% | -15.8% | +1.8% | -9.2% |
| 6M | +5.6% | -37.5% | +43.1% | +20.3% |
| YTD | -28.1% | -12.1% | -16.0% | -35.2% |
| 1Y | -40.1% | -27.0% | -13.2% | -40.9% |
| 3Y | +888.2% | +28.8% | +859.4% | +548.2% |
| 5Y | +135.8% | +236.2% | -100.4% | -31.7% |
| All | +135.8% | +240.0% | -104.2% | -31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling