+189.8%
HOOD vs SAP
+55.2%
+134.6%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.4% |
| 7D | +17.1% | -2.9% | +20.0% | +20.0% |
| 30D | +31.6% | +9.0% | +22.6% | +23.2% |
| 3M | +38.2% | +14.9% | +23.3% | +21.5% |
| 6M | +48.5% | +11.9% | +36.6% | +32.3% |
| YTD | +8.0% | -9.9% | +17.9% | +14.6% |
| 1Y | +18.7% | -19.5% | +38.2% | +40.7% |
| 3Y | +999.1% | +61.8% | +937.3% | +568.4% |
| All | +189.8% | +55.2% | +134.6% | +71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling