+132.4%
HOOD vs SAP
+76.8%
+55.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -4.1% | +7.4% | +6.3% |
| 7D | -4.8% | -0.7% | -4.1% | -4.8% |
| 30D | -26.1% | +11.1% | -37.2% | -32.4% |
| 3M | -10.8% | +17.0% | -27.8% | -21.6% |
| 6M | +2.4% | +34.8% | -32.5% | -22.5% |
| YTD | -28.5% | -2.2% | -26.2% | -29.4% |
| 1Y | -36.3% | -6.4% | -29.9% | -34.4% |
| 3Y | +743.7% | +75.1% | +668.5% | +384.5% |
| 5Y | +118.6% | +69.8% | +48.8% | +13.6% |
| All | +132.4% | +76.8% | +55.6% | +23.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling