+250.7%
HOOD vs SAN
+368.8%
-118.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.6% |
| 7D | +17.1% | +1.8% | +15.3% | +16.0% |
| 30D | +31.6% | +2.0% | +29.6% | +30.2% |
| 3M | +38.2% | +19.7% | +18.5% | +22.7% |
| 6M | +48.5% | +30.6% | +17.9% | +24.5% |
| YTD | +8.0% | +28.8% | -20.9% | -9.1% |
| 1Y | +18.7% | +57.8% | -39.1% | -12.3% |
| 3Y | +999.1% | +338.1% | +661.0% | +332.9% |
| 5Y | +181.7% | +384.2% | -202.5% | -0.2% |
| All | +250.7% | +368.8% | -118.1% | +30.6% |
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 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