+133.6%
HOOD vs CME
+81.1%
+52.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.1% | -3.7% | -3.8% |
| 7D | +3.8% | +2.7% | +1.1% | +3.4% |
| 30D | -26.4% | +13.5% | -39.9% | -27.8% |
| 3M | -14.3% | +20.9% | -35.2% | -16.7% |
| 6M | +3.9% | +11.5% | -7.6% | +2.0% |
| YTD | -28.1% | +19.5% | -47.5% | -30.9% |
| 1Y | -38.8% | +17.2% | -56.1% | -41.0% |
| 3Y | +888.5% | +65.1% | +823.3% | +729.3% |
| 5Y | +131.0% | +73.1% | +57.9% | +84.5% |
| All | +133.6% | +81.1% | +52.5% | +64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 10y: compounded portfolio wealth divided by compounded CME 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…
10y analysis · Full analysis span regression · 6 months rolling