+237.0%
HOOD vs SAN
+366.6%
-129.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.4% | -3.6% |
| 7D | +13.4% | +3.3% | +10.0% | +11.2% |
| 30D | +25.8% | +1.1% | +24.7% | +25.2% |
| 3M | +38.0% | +22.2% | +15.8% | +20.7% |
| 6M | +52.2% | +36.0% | +16.2% | +24.3% |
| YTD | +3.7% | +28.2% | -24.5% | -12.3% |
| 1Y | +0.1% | +54.1% | -54.1% | -25.0% |
| 3Y | +992.6% | +354.2% | +638.3% | +321.0% |
| 5Y | +193.0% | +387.3% | -194.3% | +2.5% |
| All | +237.0% | +366.6% | -129.6% | +25.9% |
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