+132.4%
HOOD vs SAN
+273.2%
-140.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.2% | +5.5% | +4.7% |
| 7D | -4.8% | +4.9% | -9.7% | -8.0% |
| 30D | -26.1% | -13.0% | -13.1% | -19.0% |
| 3M | -10.8% | -18.9% | +8.1% | +2.4% |
| 6M | +2.4% | -4.1% | +6.5% | +4.9% |
| YTD | -28.5% | +2.6% | -31.0% | -30.1% |
| 1Y | -36.3% | +16.9% | -53.3% | -42.9% |
| 3Y | +743.7% | +239.1% | +504.6% | +293.1% |
| 5Y | +118.6% | +266.8% | -148.2% | -6.6% |
| All | +132.4% | +273.2% | -140.8% | +0.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling