-40.1%
HOOD vs SAN
+22.7%
-62.9%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -3.0% |
| 7D | -5.1% | +10.8% | -15.8% | -12.3% |
| 30D | -25.4% | -5.7% | -19.7% | -21.9% |
| 3M | -14.0% | -13.4% | -0.5% | -4.2% |
| 6M | +5.6% | +3.5% | +2.0% | +2.1% |
| YTD | -28.1% | +9.7% | -37.8% | -35.4% |
| 1Y | -40.1% | +20.9% | -61.0% | -52.3% |
| All | -40.1% | +22.7% | -62.9% | -52.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling