+142.9%
HOOD vs SAN
+296.7%
-153.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.6% | +4.4% |
| 7D | -3.2% | +3.4% | -6.6% | -5.5% |
| 30D | -22.6% | -6.3% | -16.3% | -19.2% |
| 3M | -10.4% | -14.1% | +3.7% | -1.0% |
| 6M | +4.7% | +4.2% | +0.5% | +1.5% |
| YTD | -25.2% | +9.0% | -34.3% | -29.9% |
| 1Y | -35.9% | +18.8% | -54.7% | -43.2% |
| 3Y | +927.7% | +252.0% | +675.7% | +366.4% |
| 5Y | +147.5% | +299.5% | -151.9% | -0.3% |
| All | +142.9% | +296.7% | -153.8% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling