+836.9%
HOOD vs SAN
+247.1%
+589.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -4.9% | -4.8% |
| 7D | -3.8% | +4.0% | -7.8% | -6.5% |
| 30D | -23.0% | -7.8% | -15.2% | -18.5% |
| 3M | -21.6% | -16.4% | -5.3% | -11.1% |
| 6M | +1.4% | +3.5% | -2.1% | -1.5% |
| YTD | -31.2% | +6.7% | -37.8% | -34.9% |
| 1Y | -35.9% | +14.5% | -50.4% | -42.5% |
| 3Y | +836.9% | +243.5% | +593.4% | +366.6% |
| All | +836.9% | +247.1% | +589.8% | +366.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling