+250.7%
HOOD vs RMBS
+267.4%
-16.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.7% |
| 7D | +17.1% | -0.3% | +17.5% | +17.2% |
| 30D | +31.6% | -12.2% | +43.8% | +38.7% |
| 3M | +38.2% | -49.5% | +87.8% | +81.0% |
| 6M | +48.5% | -7.1% | +55.7% | +35.8% |
| YTD | +8.0% | -7.0% | +15.0% | -3.8% |
| 1Y | +18.7% | +13.3% | +5.3% | -7.5% |
| 3Y | +999.1% | +49.2% | +949.9% | +558.3% |
| 5Y | +181.7% | +250.0% | -68.3% | -24.3% |
| All | +250.7% | +267.4% | -16.7% | -19.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling