+237.0%
HOOD vs CME
+59.0%
+178.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.1% | -2.8% | -3.7% |
| 7D | +13.4% | -2.9% | +16.2% | +13.8% |
| 30D | +25.8% | +5.5% | +20.3% | +24.7% |
| 3M | +38.0% | +11.0% | +27.0% | +35.1% |
| 6M | +52.2% | -9.7% | +61.9% | +54.8% |
| YTD | +3.7% | +4.9% | -1.1% | +1.6% |
| 1Y | +0.1% | +10.1% | -10.0% | -3.3% |
| 3Y | +992.6% | +53.5% | +939.0% | +808.6% |
| 5Y | +193.0% | +77.2% | +115.8% | +147.1% |
| All | +237.0% | +59.0% | +178.0% | +141.2% |
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