+139.3%
HOOD vs SAN
+296.1%
-156.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +6.1% | -3.2% | -1.1% |
| 7D | -0.6% | +8.7% | -9.3% | -6.3% |
| 30D | -23.6% | -6.5% | -17.1% | -20.2% |
| 3M | -10.7% | -14.2% | +3.5% | -1.3% |
| 6M | +8.2% | +2.7% | +5.4% | +5.8% |
| YTD | -26.3% | +8.9% | -35.2% | -30.9% |
| 1Y | -36.1% | +23.4% | -59.5% | -44.7% |
| 3Y | +950.7% | +257.9% | +692.7% | +372.3% |
| 5Y | +127.0% | +297.8% | -170.7% | -8.2% |
| All | +139.3% | +296.1% | -156.8% | -0.7% |
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