-36.1%
HOOD vs SAP
-5.6%
-30.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.2% | -2.2% | +0.6% |
| 7D | -4.4% | +1.3% | -5.7% | -4.9% |
| 30D | -23.4% | +15.5% | -38.9% | -27.3% |
| 3M | -6.5% | +22.8% | -29.3% | -12.9% |
| 6M | +14.2% | +42.5% | -28.3% | +1.1% |
| YTD | -22.7% | +0.5% | -23.3% | -19.4% |
| 1Y | -36.1% | -5.9% | -30.2% | -20.3% |
| All | -36.1% | -5.6% | -30.5% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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